For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.
Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.
Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.
# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}
## [1] "CPIAUCSL"
## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
Loading in farm data
## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date
## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ... and 4 more problems
## Warning: NAs introduced by coercion
Loading in Silverblatt’s S&P 500 spreadsheet.
## New names:
## * `PER SHR` -> `PER SHR...3`
## * `PER SHR` -> `PER SHR...4`
## * `PER SHR` -> `PER SHR...5`
## Parsed with column specification:
## cols(
## .default = col_double(),
## `Province/State` = col_character(),
## `Country/Region` = col_character()
## )
## See spec(...) for full column specifications.
With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.
The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.
source("calcInterpolate.r")
df.data <- calcInterpolate(df.data, df.symbols)
## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion
Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.
Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.
source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)
## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "GSPC.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."
df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]
Build the recession and recession initiation dates
source("calcRecession.r")
Plot the initiation period of each recession
datay <- "RecInit"
ylim <- c(-0.1, 1.1)
plotSingleQuick(dfRecession, df.data, datay, ylim)
The previous section used a switched model (Yes/No), but this section uses a smoothed version that is more like a probability value..
Plot the smoothed version of the initiation period of the recession
datay <- "RecInit_Smooth"
ylim <- c(-0.1, 1.1)
plotSingleQuick(dfRecession, df.data, datay, ylim)
There are some great plotting and visualization tools in the quantmod package, but for the prediction work ggplot will be used. This section walks through each of the data sets and notes features and relationships that would be helpful in building a trading strategy.
One place to begin is with the relationship between stock prices and recessions. The predictor needs to be able to identify the onset of recession before the market declines. In theory, this predictor would give enough warning to cycle out of equity and into something more like cash or bonds. The plot below shows the S&P 500 open values in log-linear format. The market reaches a peak before most recessions, typically 6-9 months before the recession, shown by the blue rectangles in the plot below. A good predictor will correlate with the peak prior to an upcoming recession.
The growth of equities makes it hard to compare peaks. For example, using the GDP deflator the last two decades are an order of mangitude higher than the historical data.
Taking the log of the data results in a series where the peaks in the historical data can be seen and compared to present day pricing.
The features in the S&P curve that are most interesting are the peaks (sell signal) and the troughs (buy signal). One way to quantify the peaks is look at the derivative and see where it crosses zero. The crossing of interest are positive to negative indicating the market is rolling over. Most of the peaks occur just prior to or during the blue intervals used for training.
The derivative data suggests a way to improve the indicator by adding a single rule: if there is a negative slope zero crossing before the default training period, move the training date to that point. This approach will allow the algorithm to capture more of the gains of the market. It is also going to be a more challenging fit.
Take a look at year-over-year as related to the recessions
There are some models out there with claims to predict recessions. This section summarizes some of those.
I really like this for the simplicity; howevver it is recently not the best predictor. Refer to the website https://www.newyorkfed.org/research/capital_markets/ycfaq.html for details. I had to read through the reference papers to understand how the alpha and beta factors were used.
The fed shifts their data so the predictor aligns with the recessions; however I wanted the predictor to appear before the recessions so I do not shift it.
datay <- "nyfed.recession"
ylim <- c(0, 1)
myPlot <- plotSingleQuick(dfRecession, df.data, datay, ylim)
myPlot
The data series have different start dates and they are not updated at the same time. This bit of code selects a valid data range to develop the model.
model.features <- list(
c("DGS10TOTB3MS"),
c("DGS10TOTB3MS", "UNRATE"),
c("DGS10TOTB3MS", "W875RX1_YoY"),
c("DGS10TOTB3MS", "ICSA_YoY"),
c("DGS10TOTB3MS", "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"),
c("DGS10TOTB3MS", "HSN1FNSA_YoY"),
c("DGS10TOTB3MS", "UNRATE", "W875RX1_YoY"),
c("DGS10TOTB3MS", "UNRATE", "ICSA_YoY"),
c("DGS10TOTB3MS", "W875RX1_YoY", "ICSA_YoY"),
c(
"DGS10TOTB3MS",
"W875RX1_YoY",
"ICSA_YoY",
"GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
),
c("DGS10TOTB3MS",
"UNRATE",
"W875RX1_YoY",
"ICSA_YoY"),
c("DGS10TOTB3MS",
"UNRATE",
"W875RX1_YoY",
"ICSA_YoY",
"HSN1FNSA_YoY"),
c("DGS10TODTB3", "UNRATE", "W875RX1_YoY", "ICSA_YoY"),
c(
"DGS10TOTB3MS",
"UNRATE",
"W875RX1_YoY",
"ICSA_YoY" ,
"GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
),
c(
"DGS10TOTB3MS",
"UNRATE",
"W875RX1_YoY",
"ICSA_YoY" ,
"GDPBYCPIAUCSLBYPOPTHM_SmoothDer",
"HSN1FNSA_YoY"
))
i.model.count <- length(model.features)
# Pick the most recent data sample. TODO: this is done manually, but needs to be automated
#dt.start.prediction <- index(get(model.features[1])[1])
dt.start.prediction <- as.Date("01/02/1962", "%d/%m/%Y")
# If the series was downloaded as a zoo object, check that the start date is valid
for (strSeries in model.features[-1]){
result = tryCatch({
dtThis <- index(get(strSeries)[1])
if( dtThis > dt.start.prediction){
dtStart <- dtThis
}
}, error = function(e){
# do nothing for now...TO DO: adjust dates.
})
}
dt.end.prediction <- as.Date("2018-06-30")
df.dataModel <-
df.data[df.data$date >= dt.start.prediction &
df.data$date <= dt.end.prediction, ]
str.training.date.range <-
paste("Training Date Range: ",
dt.start.prediction,
" to ",
dt.end.prediction,
sep = "")
print(str.training.date.range)
## [1] "Training Date Range: 1962-02-01 to 2018-06-30"
I break the data into three sets: 50% for training, 25% for testing, and 25% for validation.
This section builds the model with just the 10 Year to 3 Month feature.
The plot below summarizes the correlations in a graphical format. The tree itself is a little more complicated than I like.
Plot the data against the NEBR recessions and the recession initiation indicator. T
df.data$RecInitPred <- predict(model.fit, newdata = df.data)
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = "RecInitPred",
string.source = "Calc",
string.description = "Prediction. 1 for Recession Initiation Period \n 0 For All Else",
string.label.y = "(-)",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction,
date.series.end = as.Date(Sys.Date())
)
)
datay <- "RecInitPred"
datay_aux <- "RecInit"
ylim <- c(0, 1)
myPlot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start.prediction)
myPlot + geom_rect(
data = dfRecession,
aes(
xmin = initStart,
xmax = initEnd,
ymin = -Inf,
ymax = Inf
),
fill = "blue",
alpha = 0.2,
na.rm = TRUE
)
This section builds the model with all features (Unemployment rate, 10 Year to 3 Month, Real personal income excluding current transfer receipts year-over-year, andd Initial jobless claims year over year)
The plot below summarizes the correlations in a graphical format. The tree itself is a little more complicated than I like.
Rather than step through a quantitative validation I am going going to plot the data against the NEBR recessions and the recession initiation indicator. There is good agreement between the model and indicator. We can create a buy signal anytime that the indicator is above 0.5
df.data$RecInitPred <- predict(model.fit, newdata = df.data)
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = "RecInitPred",
string.source = "Calc",
string.description = "Prediction 1 for Recession Initiation Period, 0 For All Else",
string.label.y = "(-)",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction ,
date.series.end = as.Date(Sys.Date())
)
)
datay <- "RecInitPred"
datay_aux <- "RecInit"
ylim <- c(0, 1)
myPlot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start.prediction)
myPlot + geom_rect(
data = dfRecession,
aes(
xmin = initStart,
xmax = initEnd,
ymin = -Inf,
ymax = Inf
),
fill = "blue",
alpha = 0.2,
na.rm = TRUE
)
Some exploration to see how the features relate to the smoothed recesession predictor
qplot(df.dataModel$UNRATE, df.dataModel$DGS10TO1, colour=df.dataModel$RecInit_Smooth)
qplot(df.dataModel$UNRATE, df.dataModel$DGS10TOTB3MS, colour=df.dataModel$RecInit_Smooth)
These models take some time to build and, as long as the dates do not change, we can just load them from a local copy rather re-building them.
str.model.file <- "RecessionModels.pkl"
# Either train the models or load them from the local copy
if (b.refresh.models){
list.equations.smooth <- list()
knn.smooth.list <- list()
list.column.name <- list()
list.nn.smooth <- list()
list.column.name.nn <- list()
list.lm.smooth <- list()
list.column.name.lm <- list()
# Loop through the features
for (idx.feature in seq_along(model.features)){
list.feature <- model.features[[idx.feature]]
print(list.feature)
list.equations.smooth[[idx.feature]] <- paste("RecInit_Smooth ~ ", paste(list.feature, collapse = "+", sep=""))
# Train the KNN model
print("Training KNN")
knn.smooth.list[[idx.feature]] <- train(as.formula(list.equations.smooth[[idx.feature]]),
data=dfTrain, method="knn",
preProcess = c('center', 'scale'), tunelength = 2)
# Train the nueral net.
print("Training Neural Net")
#my.grid <- expand.grid(.decay = c(0.01, 0.001), .size = c(5, 6, 7))
list.nn.smooth[[idx.feature]] <- train(as.formula(list.equations.smooth[[idx.feature]]), data=dfTrain,
method="nnet",
preProcess = c('center', 'scale'),
trace = FALSE)
# Train the linear model.
print("Training Linear Model")
list.lm.smooth[[idx.feature]] <- train(as.formula(list.equations.smooth[[idx.feature]]), data=dfTrain,
method="lm",
preProcess = c('center', 'scale'))
}
# Save off the models and features
vector.save.variables <- c('list.equations.smooth', 'knn.smooth.list','list.column.name',
'list.nn.smooth', 'list.column.name.nn', 'list.lm.smooth', 'list.column.name.lm',
'list.equations.smooth')
save(list=vector.save.variables, file=str.model.file)
}else{
# Retrieve the model and features from the local copy
load(file=str.model.file)
}
With the models trained, perform the predictions
# Create the average model column
df.data$recession.initiation.smooth.avg <- df.data$U6RATE * 0
# Add the prediction to the symbols table
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = "recession.initiation.smooth.avg",
string.source = "Predict",
string.description = "Prediction of Recession within 12 Months.\nAll Models Averaged",
string.label.y = "Probability",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction,
date.series.end = as.Date(Sys.Date())
)
)
# Use the models to calculate the predicted values
for (idx.feature in seq_along(model.features)) {
# Predict using the KNN model on the entire dataframe using the knn model and normalize to 0 to 1
list.column.name[[idx.feature]] <-
paste("recession.initiation.smooth.knn", idx.feature, sep = "")
df.data[[list.column.name[[idx.feature]]]] <-
predict(knn.smooth.list[[idx.feature]], newdata = df.data)
df.data[[list.column.name[[idx.feature]]]] <-
((df.data[[list.column.name[[idx.feature]]]] -
min(df.data[[list.column.name[[idx.feature]]]])) /
(max(df.data[[list.column.name[[idx.feature]]]]) -
min(df.data[[list.column.name[[idx.feature]]]])))
# Add the knn model prediction to the symbols table
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = list.column.name[[idx.feature]],
string.source = "Predict",
string.description = paste(
"Knn Prediction 1 for Recession\nInitiation Period, 0 For All Else (Smooth)\n",
get.formula.formatted(list.equations.smooth[[idx.feature]]),
sep = " "
),
string.label.y = "(-)",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction,
date.series.end = as.Date(Sys.Date())
)
)
# Add it to the knn average column
df.data$recession.initiation.smooth.avg <-
(df.data$recession.initiation.smooth.avg +
df.data[[list.column.name[[idx.feature]]]])
# Predict on the entire dataframe using the nn model, normalized on 0 to 1
list.column.name.nn[[idx.feature]] <-
paste("recession.initiation.smooth.nn", idx.feature, sep = "")
df.data[[list.column.name.nn[[idx.feature]]]] <-
predict(list.nn.smooth[[idx.feature]], newdata = df.data)
df.data[[list.column.name.nn[[idx.feature]]]] <-
((df.data[[list.column.name.nn[[idx.feature]]]] -
min(df.data[[list.column.name.nn[[idx.feature]]]])) /
(max(df.data[[list.column.name.nn[[idx.feature]]]]) -
min(df.data[[list.column.name.nn[[idx.feature]]]])))
# Add the neural net model prediction to the symbols table
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = list.column.name.nn[[idx.feature]],
string.source = "Predict",
string.description = paste(
"Neural Net Prediction 1 for Recession\nInitiation Period, 0 For All Else (Smooth)\n",
list.equations.smooth[[idx.feature]],
sep = " "
),
string.label.y = "(-)",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction,
date.series.end = as.Date(Sys.Date())
)
)
# Add it to the average column
df.data$recession.initiation.smooth.avg <-
(df.data$recession.initiation.smooth.avg +
df.data[[list.column.name.nn[[idx.feature]]]])
# Predict on the entire dataframe using the lm model, normalized on 0 to 1
list.column.name.lm[[idx.feature]] <-
paste("recession.initiation.smooth.lm", idx.feature, sep = "")
df.data[[list.column.name.lm[[idx.feature]]]] <-
predict(list.lm.smooth[[idx.feature]], newdata = df.data)
df.data[[list.column.name.lm[[idx.feature]]]] <-
((df.data[[list.column.name.lm[[idx.feature]]]] -
min(df.data[[list.column.name.lm[[idx.feature]]]])) /
(max(df.data[[list.column.name.lm[[idx.feature]]]]) -
min(df.data[[list.column.name.lm[[idx.feature]]]])))
# Add the linear model model prediction to the symbols table
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = list.column.name.lm[[idx.feature]],
string.source = "Predict",
string.description = paste(
"Linear Model Prediction 1 for Recession\nInitiation Period, 0 For All Else (Smooth)\n",
list.equations.smooth[[idx.feature]],
sep = " "
),
string.label.y = "(-)",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction,
date.series.end = as.Date(Sys.Date())
)
)
# The linear model performance is not great so I am not adding it to the average
# df.data$recession.initiation.smooth.avg <- (df.data$recession.initiation.smooth.avg +
# df.data[[list.column.name.lm[[idx.feature]]]])
}
# Divide by the number of models to get the average
df.data$recession.initiation.smooth.avg <- (df.data$recession.initiation.smooth.avg / (2 * i.model.count))
Print out the model results.
ylim <- c(0, 1)
for (idx.feature in seq_along(model.features)){
# KNN Data
datay <- list.column.name[[idx.feature]]
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.start.prediction, Sys.Date()), ylim, TRUE)
print(myPlot)
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.recent, Sys.Date()), ylim, TRUE)
print(myPlot)
# Neural Net Data
datay <- list.column.name.nn[[idx.feature]]
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.start.prediction, Sys.Date()), ylim, TRUE)
print(myPlot)
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.recent, Sys.Date()), ylim, TRUE)
print(myPlot)
# Linear Model Data
datay <- list.column.name.lm[[idx.feature]]
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.start.prediction, Sys.Date()), ylim, TRUE)
print(myPlot)
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.recent, Sys.Date()), ylim, TRUE)
print(myPlot)
}
datay <- "recession.initiation.smooth.avg"
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.start.prediction, Sys.Date()), ylim, TRUE)
print(myPlot)
Zoom into the last couple of years and compare the FED benchmark series. Both are stongly dependant on the 10 year to 3 month inversion so behavior is similar.
Much like the previous section, create the tree model for the smooth recessesion indicator.
Add the prediction to the dataframe
The plot below summarizes the correlations in a graphical format. The tree itself is a little more complicated than I like.
A qualitative evaluation
The strategy here will be to go long when the recesion initiation signal is below 0.5. When it crosses 0.5 I will exit the market. I need a signal that will tell me when to get back in. From the data exploration section I noted that the second derivative of the unemployment rate crosses zero right in the middle of most recessions That zero crossing will serve as the buy signal to get back in the market.
## Warning in min(which(dt.end.predictionCand > dt.end.predictionPred[idx])): no
## non-missing arguments to min; returning Inf
## Warning in min(which(dt.end.predictionCand > dt.end.predictionPred[idx])): no
## non-missing arguments to min; returning Inf
## Warning in min(which(dt.end.predictionCand > dt.end.predictionPred[idx])): no
## non-missing arguments to min; returning Inf
The trading strategy will be compared to the S&P 500, shown below. We use this to create an S&P 500 rate of change series. The trading rule will move in and out of this series.
In this final analysis step the trading rule is plotted along with the indicator in the top pane. The middle pane shows how the trading rule modified the rate of change series. The bottom plots shows how the investment performed, compared to the S&P 500.
df.data$retRec <- df.data$retBase * df.data$RecInitTrade
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = "retRec",
string.source = "Calc",
string.description = "Rate of Change, Recession Initiation Rule",
string.label.y = "Percent",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction,
date.series.end = as.Date(Sys.Date())
)
)
df.data$eqRec <- exp(cumsum(df.data$retRec))
df.data$eqRec <- df.data$eqRec/df.data[min(which(df.data$date>dtStartBackTest)),"eqRec"]
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = "eqRec",
string.source = "Calc",
string.description = "Equity Return, Recession Initiation Rule",
string.label.y = "$1 Invested",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction,
date.series.end = as.Date(Sys.Date())
)
)
dataTrade <- "RecInitTrade"
dataRet <- "retRec"
dataEq <- "eqRec"
ylimBackTest = c(0, 250)
p1 <-
plotBack(
dfRecession,
df.data,
dataTrade,
dataRet,
dataEq,
dfPred,
bOverlay = TRUE,
dtStartBackTest,
ylimBackTest
)
The trading strategy resulted in an improved return, although most of this comes after the 2007-2008 recession. In that recession the trading rules return to the long position at the exact market bottom. This is in contrast to the 1999-2000 recession where the trading rule returns to long before the market bottoms.
These values are used below
In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:
The model is predicting a 17% chance of recession in the next 12 months. The press is all over the map on whether or not a recession will materialize. Some of the auxillary series of note:
I explored additional data series. The sections below have those data series along with comments.
Print out the new 180 day high values
df.symbolsTrue <-
df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))
kable(df.symbolsTrue, caption = "6-Month High") %>%
kable_styling(bootstrap_options = c("striped", "hover"))
| string.symbol | string.description | |
|---|---|---|
| 1 | CPIAUCSL | Consumer Price Index for All Urban Consumers: All Items |
| 3 | UNRATE | Civilian Unemployment Rate U-3 |
| 4 | U6RATE | Total unemployed + margin + part-time U-6 |
| 6 | TABSHNO | Households and nonprofit organizations; total assets, Level |
| 7 | HNONWPDPI | Household Net Worth, percent Dispsable Income |
| 10 | RSALES | Real Retail Sales (DISCONTINUED) |
| 11 | W875RX1 | Real personal income excluding current transfer receipts |
| 12 | RPI | Real personal income |
| 19 | HSN1FNSA | New One Family Houses Sold: United States (Monthly, NSA) |
| 22 | TOTCI | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) |
| 23 | BUSLOANSNSA | Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) |
| 24 | REALLNNSA | Real Estate Loans, All Commercial Banks (Monthly, NSA) |
| 25 | REALLN | Real Estate Loans, All Commercial Banks (Monthly, SA) |
| 26 | RELACBW027NBOG | Real Estate Loans, All Commercial Banks (Weekly, NSA) |
| 27 | RELACBW027SBOG | Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 29 | RREACBM027SBOG | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) |
| 30 | RREACBW027SBOG | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 34 | DRCLACBS | Delinquency Rate on Consumer Loans, All Commercial Banks, SA |
| 35 | TOTCINSA | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) |
| 36 | SRPSABSNNCB | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) |
| 37 | ASTLL | All sectors; total loans; liability, Level (NSA) |
| 38 | FBDILNECA | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) |
| 39 | ASOLAL | All sectors; other loans and advances; liability, Level (NSA) |
| 40 | ASTMA | All sectors; total mortgages; asset, Level (NSA) |
| 41 | ASHMA | All sectors; home mortgages; asset, Level (NSA) |
| 42 | ASMRMA | All sectors; multifamily residential mortgages; asset, Level (NSA) |
| 43 | ASCMA | All sectors; commercial mortgages; asset, Level (NSA) |
| 44 | ASFMA | All sectors; farm mortgages; asset, Level (NSA) |
| 45 | CCLBSHNO | Households and nonprofit organizations; consumer credit; liability, Level (NSA) |
| 46 | FBDSILQ027S | Domestic financial sectors debt securities; liability, Level (NSA) |
| 47 | FBLL | Domestic financial sectors loans; liability, Level (NSA) |
| 48 | NCBDBIQ027S | Nonfinancial corporate business; debt securities; liability, Level |
| 63 | GDP | Gross Domestic Product |
| 64 | GDPC1 | Real Gross Domestic Product |
| 65 | GDPDEF | Gross Domestic Product: Implicit Price Deflator |
| 67 | WLRRAL | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) |
| 69 | GPDI | Gross Private Domestic Investment |
| 70 | MZMV | Velocity of MZM Money Stock |
| 71 | M1 | M1 Money Stock |
| 72 | M2 | M2 Money Stock |
| 73 | OPHNFB | Nonfarm Business Sector: Real Output Per Hour of All Persons |
| 78 | PSAVERT | Personal Saving Rate |
| 81 | HOUST1F | Privately Owned Housing Starts: 1-Unit Structures |
| 82 | GFDEBTN | Federal Debt: Total Public Debt |
| 84 | CSUSHPINSA | S&P/Case-Shiller U.S. National Home Price Index (NSA) |
| 85 | GFDEGDQ188S | Federal Debt: Total Public Debt as Percent of Gross Domestic Product |
| 86 | FYFSD | Federal Surplus or Deficit |
| 87 | FYFSGDA188S | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product |
| 89 | WALCL | All Federal Reserve Banks: Total Assets |
| 90 | OUTMS | Manufacturing Sector: Real Output |
| 92 | PRS30006163 | Manufacturing Sector: Real Output Per Person |
| 108 | WRESBAL | Reserve Balances with Federal Reserve Banks |
| 109 | EXCSRESNW | Excess Reserves of Depository Institutions |
| 111 | EUNNGDP | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) |
| 114 | CURRENCY | Currency Component of M1 (Seasonally Adjusted) |
| 115 | WCURRNS | Currency Component of M1 |
| 116 | PRS88003193 | Nonfinancial Corporations Sector: Unit Profits |
| 119 | POPTHM | Population (U.S.) |
| 120 | LNU03000000 | Unemployment Level (NSA) |
| 121 | UNEMPLOY | Unemployment Level, seasonally adjusted |
| 125 | A065RC1A027NBEA | Personal income (NSA) |
| 126 | PI | Personal income (SA) |
| 149 | A053RC1Q027SBEA | National income: Corporate profits before tax (without IVA and CCAdj) |
| 150 | CPROFIT | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) |
| 153 | MULTPLSP500SALESQUARTER | S&P 500 TTM Sales (Not Inflation Adjusted) |
| 154 | MULTPLSP500DIVYIELDMONTH | S&P 500 Dividend Yield by Month |
| 155 | MULTPLSP500DIVMONTH | S&P 500 Dividend by Month (Inflation Adjusted) |
| 157 | WWDIWLDISAIRGOODMTK1 | Air transport, freight |
| 158 | FARMINCOME | Net Farm Income |
| 159 | OPEARNINGSPERSHARE | Operating Earnings per Share |
| 160 | AREARNINGSPERSHARE | As-Reported Earnings per Share |
| 161 | CASHDIVIDENDSPERSHR | Cash Dividends per Share |
| 162 | FINRAMarginDebt | Margin Debt |
| 164 | OCCEquityVolume | Equity Options Volume |
| 165 | OCCNonEquityVolume | Non-Equity Options Volume |
| 172 | BUSLOANSNSA.by.GDP | Business Loans Normalized by GDP |
| 173 | TOTCI.by.GDP | Business Loans (Weekly, SA) Normalized by GDP |
| 174 | TOTCINSA.by.GDP | Business Loans (Weekly, NSA) Normalized by GDP |
| 177 | W875RX1.by.GDP | Real Personal Income Normalized by GDP |
| 178 | A065RC1A027NBEA.by.GDP | Personal Income (NSA) Normalized by GDP |
| 179 | PI.by.GDP | Personal Income (SA) Normalized by GDP |
| 180 | A053RC1Q027SBEA.by.GDP | National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP |
| 181 | CPROFIT.by.GDP | National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP |
| 184 | RREACBM027SBOG.by.GDP | Residental Real Estate Loans (Monthly, SA) divided by GDP |
| 185 | RREACBW027SBOG.by.GDP | Residental Real Estate Loans (Weekly, SA) divided by GDP |
| 187 | ASHMA.by.GDP | Home Mortgages (Quarterly, NSA) divided by GDP |
| 196 | WRESBAL.by.GDP | Reserve Balances with Federal Reserve Banks Divided by GDP |
| 197 | EXCSRESNW.by.GDP | Excess Reserves of Depository Institutions Divided by GDP |
| 198 | WLRRAL.by.GDP | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP |
| 200 | EXPCH.minus.IMPCH | U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) |
| 202 | SRPSABSNNCB.by.GDP | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP |
| 203 | ASTLL.by.GDP | All sectors; total loans; liability, Level (NSA) Divided by GDP |
| 204 | ASFMA.by.GDP | All sectors; farm mortgages; asset, Level (NSA) Divided by GDP |
| 205 | ASFMA.by.ASTLL | All sectors; total loans Divided by farm mortgages |
| 208 | FARMINCOME.by.GDP | Farm Income (Annual, NSA) Divided by GDP |
| 209 | WALCL.by.GDP | All Federal Reserve Banks: Total Assets Divided by GDP |
| 217 | LNU03000000BYPOPTHM | Unemployment level (NSA) / Population |
| 218 | UNEMPLOYBYPOPTHM | Unemployment level, seasonally adjusted / Population |
| 219 | U6toU3 | U6RATE minums UNRATE |
| 239 | CPIAUCSL_Log | Log of Consumer Price Index for All Urban Consumers: All Items |
| 240 | CPIAUCSL_mva200 | Consumer Price Index for All Urban Consumers: All Items 200 Day MA |
| 241 | CPIAUCSL_mva050 | Consumer Price Index for All Urban Consumers: All Items 50 Day MA |
| 243 | USREC_Smooth | Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators |
| 244 | USREC_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators |
| 245 | USREC_SmoothDer | Derivative of Smoothed NBER based Recession Indicators |
| 246 | USREC_Log | Log of NBER based Recession Indicators |
| 247 | USREC_mva200 | NBER based Recession Indicators 200 Day MA |
| 248 | USREC_mva050 | NBER based Recession Indicators 50 Day MA |
| 249 | UNRATE_YoY | Civilian Unemployment Rate U-3 Year over Year |
| 250 | UNRATE_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Civilian Unemployment Rate U-3 |
| 252 | UNRATE_SmoothDer | Derivative of Smoothed Civilian Unemployment Rate U-3 |
| 253 | UNRATE_Log | Log of Civilian Unemployment Rate U-3 |
| 254 | UNRATE_mva200 | Civilian Unemployment Rate U-3 200 Day MA |
| 255 | UNRATE_mva050 | Civilian Unemployment Rate U-3 50 Day MA |
| 256 | U6RATE_YoY | Total unemployed + margin + part-time U-6 Year over Year |
| 257 | U6RATE_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Total unemployed + margin + part-time U-6 |
| 259 | U6RATE_SmoothDer | Derivative of Smoothed Total unemployed + margin + part-time U-6 |
| 260 | U6RATE_Log | Log of Total unemployed + margin + part-time U-6 |
| 261 | U6RATE_mva200 | Total unemployed + margin + part-time U-6 200 Day MA |
| 262 | U6RATE_mva050 | Total unemployed + margin + part-time U-6 50 Day MA |
| 274 | TABSHNO_Log | Log of Households and nonprofit organizations; total assets, Level |
| 275 | TABSHNO_mva200 | Households and nonprofit organizations; total assets, Level 200 Day MA |
| 276 | TABSHNO_mva050 | Households and nonprofit organizations; total assets, Level 50 Day MA |
| 281 | HNONWPDPI_Log | Log of Household Net Worth, percent Dispsable Income |
| 282 | HNONWPDPI_mva200 | Household Net Worth, percent Dispsable Income 200 Day MA |
| 283 | HNONWPDPI_mva050 | Household Net Worth, percent Dispsable Income 50 Day MA |
| 285 | INDPRO_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Industrial Production Index |
| 289 | INDPRO_mva200 | Industrial Production Index 200 Day MA |
| 298 | RSALES_YoY | Real Retail Sales (DISCONTINUED) Year over Year |
| 302 | RSALES_Log | Log of Real Retail Sales (DISCONTINUED) |
| 303 | RSALES_mva200 | Real Retail Sales (DISCONTINUED) 200 Day MA |
| 304 | RSALES_mva050 | Real Retail Sales (DISCONTINUED) 50 Day MA |
| 306 | W875RX1_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real personal income excluding current transfer receipts |
| 308 | W875RX1_SmoothDer | Derivative of Smoothed Real personal income excluding current transfer receipts |
| 309 | W875RX1_Log | Log of Real personal income excluding current transfer receipts |
| 310 | W875RX1_mva200 | Real personal income excluding current transfer receipts 200 Day MA |
| 311 | W875RX1_mva050 | Real personal income excluding current transfer receipts 50 Day MA |
| 313 | RPI_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real personal income |
| 315 | RPI_SmoothDer | Derivative of Smoothed Real personal income |
| 316 | RPI_Log | Log of Real personal income |
| 317 | RPI_mva200 | Real personal income 200 Day MA |
| 318 | RPI_mva050 | Real personal income 50 Day MA |
| 355 | NOBL.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 357 | NOBL.Volume_SmoothDer | Derivative of Smoothed |
| 359 | NOBL.Volume_mva200 | 200 Day MA |
| 360 | NOBL.Volume_mva050 | 50 Day MA |
| 383 | IMPMX_Smooth | Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) |
| 385 | IMPMX_SmoothDer | Derivative of Smoothed U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) |
| 392 | EXPMX_SmoothDer | Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) |
| 397 | HSN1FNSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold: United States (Monthly, NSA) |
| 399 | HSN1FNSA_SmoothDer | Derivative of Smoothed New One Family Houses Sold: United States (Monthly, NSA) |
| 400 | HSN1FNSA_Log | Log of New One Family Houses Sold: United States (Monthly, NSA) |
| 401 | HSN1FNSA_mva200 | New One Family Houses Sold: United States (Monthly, NSA) 200 Day MA |
| 402 | HSN1FNSA_mva050 | New One Family Houses Sold: United States (Monthly, NSA) 50 Day MA |
| 411 | BUSLOANS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) |
| 413 | BUSLOANS_SmoothDer | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) |
| 417 | TOTCI_YoY | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) Year over Year |
| 418 | TOTCI_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) |
| 420 | TOTCI_SmoothDer | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) |
| 421 | TOTCI_Log | Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) |
| 422 | TOTCI_mva200 | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA |
| 423 | TOTCI_mva050 | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA |
| 425 | BUSLOANSNSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) |
| 427 | BUSLOANSNSA_SmoothDer | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) |
| 428 | BUSLOANSNSA_Log | Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) |
| 429 | BUSLOANSNSA_mva200 | Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA |
| 430 | BUSLOANSNSA_mva050 | Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA |
| 435 | REALLNNSA_Log | Log of Real Estate Loans, All Commercial Banks (Monthly, NSA) |
| 436 | REALLNNSA_mva200 | Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA |
| 437 | REALLNNSA_mva050 | Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA |
| 442 | REALLN_Log | Log of Real Estate Loans, All Commercial Banks (Monthly, SA) |
| 443 | REALLN_mva200 | Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA |
| 444 | REALLN_mva050 | Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA |
| 446 | RELACBW027NBOG_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA) |
| 449 | RELACBW027NBOG_Log | Log of Real Estate Loans, All Commercial Banks (Weekly, NSA) |
| 450 | RELACBW027NBOG_mva200 | Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA |
| 451 | RELACBW027NBOG_mva050 | Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA |
| 453 | RELACBW027SBOG_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 455 | RELACBW027SBOG_SmoothDer | Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 456 | RELACBW027SBOG_Log | Log of Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 457 | RELACBW027SBOG_mva200 | Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA |
| 458 | RELACBW027SBOG_mva050 | Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA |
| 464 | RREACBM027NBOG_mva200 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA |
| 470 | RREACBM027SBOG_Log | Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) |
| 471 | RREACBM027SBOG_mva200 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA |
| 472 | RREACBM027SBOG_mva050 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA |
| 474 | RREACBW027SBOG_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 476 | RREACBW027SBOG_SmoothDer | Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 477 | RREACBW027SBOG_Log | Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) |
| 478 | RREACBW027SBOG_mva200 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA |
| 479 | RREACBW027SBOG_mva050 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA |
| 485 | RREACBW027NBOG_mva200 | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA |
| 499 | CONSUMERNSA_mva200 | Consumer Loans, All Commercial Banks 200 Day MA |
| 505 | DRCLACBS_Log | Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA |
| 506 | DRCLACBS_mva200 | Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA |
| 507 | DRCLACBS_mva050 | Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA |
| 508 | TOTCINSA_YoY | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) Year over Year |
| 509 | TOTCINSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) |
| 511 | TOTCINSA_SmoothDer | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) |
| 512 | TOTCINSA_Log | Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) |
| 513 | TOTCINSA_mva200 | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA |
| 514 | TOTCINSA_mva050 | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA |
| 515 | SRPSABSNNCB_YoY | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Year over Year |
| 516 | SRPSABSNNCB_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) |
| 518 | SRPSABSNNCB_SmoothDer | Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) |
| 519 | SRPSABSNNCB_Log | Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) |
| 526 | ASTLL_Log | Log of All sectors; total loans; liability, Level (NSA) |
| 527 | ASTLL_mva200 | All sectors; total loans; liability, Level (NSA) 200 Day MA |
| 528 | ASTLL_mva050 | All sectors; total loans; liability, Level (NSA) 50 Day MA |
| 533 | FBDILNECA_Log | Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) |
| 534 | FBDILNECA_mva200 | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA |
| 535 | FBDILNECA_mva050 | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA |
| 539 | ASOLAL_SmoothDer | Derivative of Smoothed All sectors; other loans and advances; liability, Level (NSA) |
| 540 | ASOLAL_Log | Log of All sectors; other loans and advances; liability, Level (NSA) |
| 542 | ASOLAL_mva050 | All sectors; other loans and advances; liability, Level (NSA) 50 Day MA |
| 547 | ASTMA_Log | Log of All sectors; total mortgages; asset, Level (NSA) |
| 548 | ASTMA_mva200 | All sectors; total mortgages; asset, Level (NSA) 200 Day MA |
| 549 | ASTMA_mva050 | All sectors; total mortgages; asset, Level (NSA) 50 Day MA |
| 554 | ASHMA_Log | Log of All sectors; home mortgages; asset, Level (NSA) |
| 555 | ASHMA_mva200 | All sectors; home mortgages; asset, Level (NSA) 200 Day MA |
| 556 | ASHMA_mva050 | All sectors; home mortgages; asset, Level (NSA) 50 Day MA |
| 561 | ASMRMA_Log | Log of All sectors; multifamily residential mortgages; asset, Level (NSA) |
| 562 | ASMRMA_mva200 | All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA |
| 563 | ASMRMA_mva050 | All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA |
| 568 | ASCMA_Log | Log of All sectors; commercial mortgages; asset, Level (NSA) |
| 569 | ASCMA_mva200 | All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA |
| 570 | ASCMA_mva050 | All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA |
| 575 | ASFMA_Log | Log of All sectors; farm mortgages; asset, Level (NSA) |
| 576 | ASFMA_mva200 | All sectors; farm mortgages; asset, Level (NSA) 200 Day MA |
| 577 | ASFMA_mva050 | All sectors; farm mortgages; asset, Level (NSA) 50 Day MA |
| 582 | CCLBSHNO_Log | Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA) |
| 583 | CCLBSHNO_mva200 | Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA |
| 584 | CCLBSHNO_mva050 | Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA |
| 589 | FBDSILQ027S_Log | Log of Domestic financial sectors debt securities; liability, Level (NSA) |
| 590 | FBDSILQ027S_mva200 | Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA |
| 591 | FBDSILQ027S_mva050 | Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA |
| 593 | FBLL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors loans; liability, Level (NSA) |
| 595 | FBLL_SmoothDer | Derivative of Smoothed Domestic financial sectors loans; liability, Level (NSA) |
| 596 | FBLL_Log | Log of Domestic financial sectors loans; liability, Level (NSA) |
| 600 | NCBDBIQ027S_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; debt securities; liability, Level |
| 602 | NCBDBIQ027S_SmoothDer | Derivative of Smoothed Nonfinancial corporate business; debt securities; liability, Level |
| 603 | NCBDBIQ027S_Log | Log of Nonfinancial corporate business; debt securities; liability, Level |
| 642 | TNX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 643 | TNX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 644 | TNX.Volume_SmoothDer | Derivative of Smoothed |
| 645 | TNX.Volume_Log | Log of |
| 646 | TNX.Volume_mva200 | 200 Day MA |
| 647 | TNX.Volume_mva050 | 50 Day MA |
| 687 | DTB3_Log | Log of 3-Month Treasury Bill: Secondary Market Rate (Daily) |
| 694 | IRX.Open_Log | Log of |
| 701 | IRX.High_Log | Log of |
| 708 | IRX.Low_Log | Log of |
| 715 | IRX.Close_Log | Log of |
| 719 | IRX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 720 | IRX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 721 | IRX.Volume_SmoothDer | Derivative of Smoothed |
| 722 | IRX.Volume_Log | Log of |
| 723 | IRX.Volume_mva200 | 200 Day MA |
| 724 | IRX.Volume_mva050 | 50 Day MA |
| 729 | IRX.Adjusted_Log | Log of |
| 749 | NEWORDER_SmoothDer | Derivative of Smoothed Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft |
| 760 | ICSA_YoY | Initial Jobless Claims Year over Year |
| 761 | ICSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Initial Jobless Claims |
| 763 | ICSA_SmoothDer | Derivative of Smoothed Initial Jobless Claims |
| 765 | ICSA_mva200 | Initial Jobless Claims 200 Day MA |
| 766 | ICSA_mva050 | Initial Jobless Claims 50 Day MA |
| 796 | GSPC.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 798 | GSPC.Volume_SmoothDer | Derivative of Smoothed |
| 799 | GSPC.Volume_Log | Log of |
| 800 | GSPC.Volume_mva200 | 200 Day MA |
| 801 | GSPC.Volume_mva050 | 50 Day MA |
| 813 | GDP_Log | Log of Gross Domestic Product |
| 814 | GDP_mva200 | Gross Domestic Product 200 Day MA |
| 815 | GDP_mva050 | Gross Domestic Product 50 Day MA |
| 820 | GDPC1_Log | Log of Real Gross Domestic Product |
| 821 | GDPC1_mva200 | Real Gross Domestic Product 200 Day MA |
| 822 | GDPC1_mva050 | Real Gross Domestic Product 50 Day MA |
| 827 | GDPDEF_Log | Log of Gross Domestic Product: Implicit Price Deflator |
| 828 | GDPDEF_mva200 | Gross Domestic Product: Implicit Price Deflator 200 Day MA |
| 829 | GDPDEF_mva050 | Gross Domestic Product: Implicit Price Deflator 50 Day MA |
| 859 | VIG.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 861 | VIG.Volume_SmoothDer | Derivative of Smoothed |
| 863 | VIG.Volume_mva200 | 200 Day MA |
| 864 | VIG.Volume_mva050 | 50 Day MA |
| 873 | WLRRAL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) |
| 875 | WLRRAL_SmoothDer | Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) |
| 876 | WLRRAL_Log | Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) |
| 878 | WLRRAL_mva050 | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 50 Day MA |
| 887 | GPDI_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Gross Private Domestic Investment |
| 889 | GPDI_SmoothDer | Derivative of Smoothed Gross Private Domestic Investment |
| 890 | GPDI_Log | Log of Gross Private Domestic Investment |
| 893 | MZMV_YoY | Velocity of MZM Money Stock Year over Year |
| 896 | MZMV_SmoothDer | Derivative of Smoothed Velocity of MZM Money Stock |
| 897 | MZMV_Log | Log of Velocity of MZM Money Stock |
| 901 | M1_Smooth | Savitsky-Golay Smoothed (p=3, n=365) M1 Money Stock |
| 903 | M1_SmoothDer | Derivative of Smoothed M1 Money Stock |
| 904 | M1_Log | Log of M1 Money Stock |
| 905 | M1_mva200 | M1 Money Stock 200 Day MA |
| 906 | M1_mva050 | M1 Money Stock 50 Day MA |
| 908 | M2_Smooth | Savitsky-Golay Smoothed (p=3, n=365) M2 Money Stock |
| 910 | M2_SmoothDer | Derivative of Smoothed M2 Money Stock |
| 911 | M2_Log | Log of M2 Money Stock |
| 912 | M2_mva200 | M2 Money Stock 200 Day MA |
| 913 | M2_mva050 | M2 Money Stock 50 Day MA |
| 917 | OPHNFB_SmoothDer | Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons |
| 918 | OPHNFB_Log | Log of Nonfarm Business Sector: Real Output Per Hour of All Persons |
| 919 | OPHNFB_mva200 | Nonfarm Business Sector: Real Output Per Hour of All Persons 200 Day MA |
| 920 | OPHNFB_mva050 | Nonfarm Business Sector: Real Output Per Hour of All Persons 50 Day MA |
| 922 | IPMAN_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Industrial Production: Manufacturing (NAICS) |
| 926 | IPMAN_mva200 | Industrial Production: Manufacturing (NAICS) 200 Day MA |
| 957 | RLG.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 958 | RLG.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 959 | RLG.Volume_SmoothDer | Derivative of Smoothed |
| 960 | RLG.Volume_Log | Log of |
| 961 | RLG.Volume_mva200 | 200 Day MA |
| 962 | RLG.Volume_mva050 | 50 Day MA |
| 999 | IWD.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1001 | IWD.Volume_SmoothDer | Derivative of Smoothed |
| 1003 | IWD.Volume_mva200 | 200 Day MA |
| 1004 | IWD.Volume_mva050 | 50 Day MA |
| 1020 | PSAVERT_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Personal Saving Rate |
| 1022 | PSAVERT_SmoothDer | Derivative of Smoothed Personal Saving Rate |
| 1023 | PSAVERT_Log | Log of Personal Saving Rate |
| 1024 | PSAVERT_mva200 | Personal Saving Rate 200 Day MA |
| 1025 | PSAVERT_mva050 | Personal Saving Rate 50 Day MA |
| 1027 | VIXCLS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) CBOE Volatility Index |
| 1029 | VIXCLS_SmoothDer | Derivative of Smoothed CBOE Volatility Index |
| 1031 | VIXCLS_mva200 | CBOE Volatility Index 200 Day MA |
| 1032 | VIXCLS_mva050 | CBOE Volatility Index 50 Day MA |
| 1034 | VXX.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1036 | VXX.Open_SmoothDer | Derivative of Smoothed |
| 1039 | VXX.Open_mva050 | 50 Day MA |
| 1041 | VXX.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1043 | VXX.High_SmoothDer | Derivative of Smoothed |
| 1046 | VXX.High_mva050 | 50 Day MA |
| 1048 | VXX.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1050 | VXX.Low_SmoothDer | Derivative of Smoothed |
| 1053 | VXX.Low_mva050 | 50 Day MA |
| 1055 | VXX.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1057 | VXX.Close_SmoothDer | Derivative of Smoothed |
| 1060 | VXX.Close_mva050 | 50 Day MA |
| 1062 | VXX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1064 | VXX.Volume_SmoothDer | Derivative of Smoothed |
| 1065 | VXX.Volume_Log | Log of |
| 1069 | VXX.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1071 | VXX.Adjusted_SmoothDer | Derivative of Smoothed |
| 1074 | VXX.Adjusted_mva050 | 50 Day MA |
| 1076 | HOUST1F_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Privately Owned Housing Starts: 1-Unit Structures |
| 1079 | HOUST1F_Log | Log of Privately Owned Housing Starts: 1-Unit Structures |
| 1080 | HOUST1F_mva200 | Privately Owned Housing Starts: 1-Unit Structures 200 Day MA |
| 1081 | HOUST1F_mva050 | Privately Owned Housing Starts: 1-Unit Structures 50 Day MA |
| 1086 | GFDEBTN_Log | Log of Federal Debt: Total Public Debt |
| 1087 | GFDEBTN_mva200 | Federal Debt: Total Public Debt 200 Day MA |
| 1088 | GFDEBTN_mva050 | Federal Debt: Total Public Debt 50 Day MA |
| 1094 | HOUST_mva200 | Housing Starts: Total: New Privately Owned Housing Units Started 200 Day MA |
| 1097 | CSUSHPINSA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) S&P/Case-Shiller U.S. National Home Price Index (NSA) |
| 1100 | CSUSHPINSA_Log | Log of S&P/Case-Shiller U.S. National Home Price Index (NSA) |
| 1101 | CSUSHPINSA_mva200 | S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA |
| 1102 | CSUSHPINSA_mva050 | S&P/Case-Shiller U.S. National Home Price Index (NSA) 50 Day MA |
| 1107 | GFDEGDQ188S_Log | Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product |
| 1108 | GFDEGDQ188S_mva200 | Federal Debt: Total Public Debt as Percent of Gross Domestic Product 200 Day MA |
| 1109 | GFDEGDQ188S_mva050 | Federal Debt: Total Public Debt as Percent of Gross Domestic Product 50 Day MA |
| 1112 | FYFSD_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit |
| 1113 | FYFSD_SmoothDer | Derivative of Smoothed Federal Surplus or Deficit |
| 1114 | FYFSD_Log | Log of Federal Surplus or Deficit |
| 1121 | FYFSGDA188S_Log | Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product |
| 1122 | FYFSGDA188S_mva200 | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA |
| 1123 | FYFSGDA188S_mva050 | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA |
| 1125 | GOLDAMGBD228NLBM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market |
| 1129 | GOLDAMGBD228NLBM_mva200 | Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market 200 Day MA |
| 1130 | GOLDAMGBD228NLBM_mva050 | Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market 50 Day MA |
| 1132 | WALCL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets |
| 1134 | WALCL_SmoothDer | Derivative of Smoothed All Federal Reserve Banks: Total Assets |
| 1135 | WALCL_Log | Log of All Federal Reserve Banks: Total Assets |
| 1136 | WALCL_mva200 | All Federal Reserve Banks: Total Assets 200 Day MA |
| 1137 | WALCL_mva050 | All Federal Reserve Banks: Total Assets 50 Day MA |
| 1139 | OUTMS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Manufacturing Sector: Real Output |
| 1142 | OUTMS_Log | Log of Manufacturing Sector: Real Output |
| 1152 | PRS30006163_YoY | Manufacturing Sector: Real Output Per Person Year over Year |
| 1155 | PRS30006163_SmoothDer | Derivative of Smoothed Manufacturing Sector: Real Output Per Person |
| 1156 | PRS30006163_Log | Log of Manufacturing Sector: Real Output Per Person |
| 1160 | BAMLC0A3CA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) ICE BofAML US Corporate A Option-Adjusted Spread |
| 1162 | BAMLC0A3CA_SmoothDer | Derivative of Smoothed ICE BofAML US Corporate A Option-Adjusted Spread |
| 1164 | BAMLC0A3CA_mva200 | ICE BofAML US Corporate A Option-Adjusted Spread 200 Day MA |
| 1165 | BAMLC0A3CA_mva050 | ICE BofAML US Corporate A Option-Adjusted Spread 50 Day MA |
| 1166 | AAA_YoY | Moody’s Seasoned Aaa Corporate Bond Yield Year over Year |
| 1167 | AAA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Moody’s Seasoned Aaa Corporate Bond Yield |
| 1169 | AAA_SmoothDer | Derivative of Smoothed Moody’s Seasoned Aaa Corporate Bond Yield |
| 1181 | SOFRVOL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume |
| 1183 | SOFRVOL_SmoothDer | Derivative of Smoothed Secured Overnight Financing Volume |
| 1186 | SOFRVOL_mva050 | Secured Overnight Financing Volume 50 Day MA |
| 1212 | SOFR1_Log | Log of Secured Overnight Financing Rate: 1st Percentile |
| 1254 | RPONTSYD_Log | Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations |
| 1265 | WRESBAL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks |
| 1267 | WRESBAL_SmoothDer | Derivative of Smoothed Reserve Balances with Federal Reserve Banks |
| 1268 | WRESBAL_Log | Log of Reserve Balances with Federal Reserve Banks |
| 1269 | WRESBAL_mva200 | Reserve Balances with Federal Reserve Banks 200 Day MA |
| 1270 | WRESBAL_mva050 | Reserve Balances with Federal Reserve Banks 50 Day MA |
| 1271 | EXCSRESNW_YoY | Excess Reserves of Depository Institutions Year over Year |
| 1272 | EXCSRESNW_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Excess Reserves of Depository Institutions |
| 1274 | EXCSRESNW_SmoothDer | Derivative of Smoothed Excess Reserves of Depository Institutions |
| 1275 | EXCSRESNW_Log | Log of Excess Reserves of Depository Institutions |
| 1276 | EXCSRESNW_mva200 | Excess Reserves of Depository Institutions 200 Day MA |
| 1277 | EXCSRESNW_mva050 | Excess Reserves of Depository Institutions 50 Day MA |
| 1281 | ECBASSETS_SmoothDer | Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) |
| 1289 | EUNNGDP_Log | Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) |
| 1290 | EUNNGDP_mva200 | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA |
| 1291 | EUNNGDP_mva050 | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA |
| 1307 | CURRENCY_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1 (Seasonally Adjusted) |
| 1310 | CURRENCY_Log | Log of Currency Component of M1 (Seasonally Adjusted) |
| 1311 | CURRENCY_mva200 | Currency Component of M1 (Seasonally Adjusted) 200 Day MA |
| 1312 | CURRENCY_mva050 | Currency Component of M1 (Seasonally Adjusted) 50 Day MA |
| 1314 | WCURRNS_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1 |
| 1316 | WCURRNS_SmoothDer | Derivative of Smoothed Currency Component of M1 |
| 1317 | WCURRNS_Log | Log of Currency Component of M1 |
| 1318 | WCURRNS_mva200 | Currency Component of M1 200 Day MA |
| 1319 | WCURRNS_mva050 | Currency Component of M1 50 Day MA |
| 1323 | PRS88003193_SmoothDer | Derivative of Smoothed Nonfinancial Corporations Sector: Unit Profits |
| 1324 | PRS88003193_Log | Log of Nonfinancial Corporations Sector: Unit Profits |
| 1326 | PRS88003193_mva050 | Nonfinancial Corporations Sector: Unit Profits 50 Day MA |
| 1345 | POPTHM_Log | Log of Population (U.S.) |
| 1346 | POPTHM_mva200 | Population (U.S.) 200 Day MA |
| 1347 | POPTHM_mva050 | Population (U.S.) 50 Day MA |
| 1349 | LNU03000000_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level (NSA) |
| 1351 | LNU03000000_SmoothDer | Derivative of Smoothed Unemployment Level (NSA) |
| 1352 | LNU03000000_Log | Log of Unemployment Level (NSA) |
| 1353 | LNU03000000_mva200 | Unemployment Level (NSA) 200 Day MA |
| 1354 | LNU03000000_mva050 | Unemployment Level (NSA) 50 Day MA |
| 1356 | UNEMPLOY_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level, seasonally adjusted |
| 1358 | UNEMPLOY_SmoothDer | Derivative of Smoothed Unemployment Level, seasonally adjusted |
| 1359 | UNEMPLOY_Log | Log of Unemployment Level, seasonally adjusted |
| 1360 | UNEMPLOY_mva200 | Unemployment Level, seasonally adjusted 200 Day MA |
| 1361 | UNEMPLOY_mva050 | Unemployment Level, seasonally adjusted 50 Day MA |
| 1367 | RSAFS_mva200 | Advance Retail Sales: Retail and Food Services 200 Day MA |
| 1372 | FRGSHPUSM649NCIS_SmoothDer | Derivative of Smoothed Cass Freight Index: Shipments |
| 1386 | A065RC1A027NBEA_SmoothDer | Derivative of Smoothed Personal income (NSA) |
| 1387 | A065RC1A027NBEA_Log | Log of Personal income (NSA) |
| 1388 | A065RC1A027NBEA_mva200 | Personal income (NSA) 200 Day MA |
| 1389 | A065RC1A027NBEA_mva050 | Personal income (NSA) 50 Day MA |
| 1391 | PI_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Personal income (SA) |
| 1393 | PI_SmoothDer | Derivative of Smoothed Personal income (SA) |
| 1394 | PI_Log | Log of Personal income (SA) |
| 1395 | PI_mva200 | Personal income (SA) 200 Day MA |
| 1396 | PI_mva050 | Personal income (SA) 50 Day MA |
| 1426 | SPY.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1428 | SPY.Volume_SmoothDer | Derivative of Smoothed |
| 1430 | SPY.Volume_mva200 | 200 Day MA |
| 1431 | SPY.Volume_mva050 | 50 Day MA |
| 1468 | MDY.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1470 | MDY.Volume_SmoothDer | Derivative of Smoothed |
| 1472 | MDY.Volume_mva200 | 200 Day MA |
| 1473 | MDY.Volume_mva050 | 50 Day MA |
| 1510 | EES.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1512 | EES.Volume_SmoothDer | Derivative of Smoothed |
| 1513 | EES.Volume_Log | Log of |
| 1514 | EES.Volume_mva200 | 200 Day MA |
| 1552 | IJR.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1554 | IJR.Volume_SmoothDer | Derivative of Smoothed |
| 1556 | IJR.Volume_mva200 | 200 Day MA |
| 1557 | IJR.Volume_mva050 | 50 Day MA |
| 1594 | VGSTX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1595 | VGSTX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1596 | VGSTX.Volume_SmoothDer | Derivative of Smoothed |
| 1597 | VGSTX.Volume_Log | Log of |
| 1598 | VGSTX.Volume_mva200 | 200 Day MA |
| 1599 | VGSTX.Volume_mva050 | 50 Day MA |
| 1636 | VFINX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1637 | VFINX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1638 | VFINX.Volume_SmoothDer | Derivative of Smoothed |
| 1639 | VFINX.Volume_Log | Log of |
| 1640 | VFINX.Volume_mva200 | 200 Day MA |
| 1641 | VFINX.Volume_mva050 | 50 Day MA |
| 1678 | VOE.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1680 | VOE.Volume_SmoothDer | Derivative of Smoothed |
| 1682 | VOE.Volume_mva200 | 200 Day MA |
| 1683 | VOE.Volume_mva050 | 50 Day MA |
| 1720 | VOT.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1722 | VOT.Volume_SmoothDer | Derivative of Smoothed |
| 1724 | VOT.Volume_mva200 | 200 Day MA |
| 1725 | VOT.Volume_mva050 | 50 Day MA |
| 1762 | TMFGX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1763 | TMFGX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1764 | TMFGX.Volume_SmoothDer | Derivative of Smoothed |
| 1765 | TMFGX.Volume_Log | Log of |
| 1766 | TMFGX.Volume_mva200 | 200 Day MA |
| 1767 | TMFGX.Volume_mva050 | 50 Day MA |
| 1804 | IWM.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1806 | IWM.Volume_SmoothDer | Derivative of Smoothed |
| 1808 | IWM.Volume_mva200 | 200 Day MA |
| 1809 | IWM.Volume_mva050 | 50 Day MA |
| 1846 | ONEQ.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1848 | ONEQ.Volume_SmoothDer | Derivative of Smoothed |
| 1850 | ONEQ.Volume_mva200 | 200 Day MA |
| 1851 | ONEQ.Volume_mva050 | 50 Day MA |
| 1888 | HAINX.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1889 | HAINX.Volume_Smooth.short | Savitsky-Golay Smoothed (p=3, n=15) |
| 1890 | HAINX.Volume_SmoothDer | Derivative of Smoothed |
| 1891 | HAINX.Volume_Log | Log of |
| 1892 | HAINX.Volume_mva200 | 200 Day MA |
| 1893 | HAINX.Volume_mva050 | 50 Day MA |
| 1930 | VEU.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1932 | VEU.Volume_SmoothDer | Derivative of Smoothed |
| 1934 | VEU.Volume_mva200 | 200 Day MA |
| 1935 | VEU.Volume_mva050 | 50 Day MA |
| 1944 | BIL.Open_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1946 | BIL.Open_SmoothDer | Derivative of Smoothed |
| 1949 | BIL.Open_mva050 | 50 Day MA |
| 1951 | BIL.High_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1953 | BIL.High_SmoothDer | Derivative of Smoothed |
| 1955 | BIL.High_mva200 | 200 Day MA |
| 1956 | BIL.High_mva050 | 50 Day MA |
| 1958 | BIL.Low_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1960 | BIL.Low_SmoothDer | Derivative of Smoothed |
| 1963 | BIL.Low_mva050 | 50 Day MA |
| 1965 | BIL.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1967 | BIL.Close_SmoothDer | Derivative of Smoothed |
| 1970 | BIL.Close_mva050 | 50 Day MA |
| 1972 | BIL.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1974 | BIL.Volume_SmoothDer | Derivative of Smoothed |
| 1976 | BIL.Volume_mva200 | 200 Day MA |
| 1977 | BIL.Volume_mva050 | 50 Day MA |
| 1979 | BIL.Adjusted_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 1983 | BIL.Adjusted_mva200 | 200 Day MA |
| 1984 | BIL.Adjusted_mva050 | 50 Day MA |
| 2014 | IVOO.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2016 | IVOO.Volume_SmoothDer | Derivative of Smoothed |
| 2017 | IVOO.Volume_Log | Log of |
| 2018 | IVOO.Volume_mva200 | 200 Day MA |
| 2019 | IVOO.Volume_mva050 | 50 Day MA |
| 2056 | VO.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2058 | VO.Volume_SmoothDer | Derivative of Smoothed |
| 2059 | VO.Volume_Log | Log of |
| 2060 | VO.Volume_mva200 | 200 Day MA |
| 2061 | VO.Volume_mva050 | 50 Day MA |
| 2098 | CZA.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2100 | CZA.Volume_SmoothDer | Derivative of Smoothed |
| 2101 | CZA.Volume_Log | Log of |
| 2102 | CZA.Volume_mva200 | 200 Day MA |
| 2103 | CZA.Volume_mva050 | 50 Day MA |
| 2140 | VYM.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2142 | VYM.Volume_SmoothDer | Derivative of Smoothed |
| 2144 | VYM.Volume_mva200 | 200 Day MA |
| 2145 | VYM.Volume_mva050 | 50 Day MA |
| 2182 | ACWI.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2184 | ACWI.Volume_SmoothDer | Derivative of Smoothed |
| 2186 | ACWI.Volume_mva200 | 200 Day MA |
| 2187 | ACWI.Volume_mva050 | 50 Day MA |
| 2224 | SLY.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2226 | SLY.Volume_SmoothDer | Derivative of Smoothed |
| 2227 | SLY.Volume_Log | Log of |
| 2228 | SLY.Volume_mva200 | 200 Day MA |
| 2266 | QQQ.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2268 | QQQ.Volume_SmoothDer | Derivative of Smoothed |
| 2270 | QQQ.Volume_mva200 | 200 Day MA |
| 2271 | QQQ.Volume_mva050 | 50 Day MA |
| 2308 | HYMB.Volume_Smooth | Savitsky-Golay Smoothed (p=3, n=365) |
| 2310 | HYMB.Volume_SmoothDer | Derivative of Smoothed |
| 2311 | HYMB.Volume_Log | Log of |
| 2312 | HYMB.Volume_mva200 | 200 Day MA |
| 2313 | HYMB.Volume_mva050 | 50 Day MA |
| 2325 | A053RC1Q027SBEA_Log | Log of National income: Corporate profits before tax (without IVA and CCAdj) |
| 2326 | A053RC1Q027SBEA_mva200 | National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA |
| 2327 | A053RC1Q027SBEA_mva050 | National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA |
| 2332 | CPROFIT_Log | Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) |
| 2333 | CPROFIT_mva200 | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA |
| 2334 | CPROFIT_mva050 | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA |
| 2338 | ISMMANPMI_SmoothDer | Derivative of Smoothed Institute of Supply Managment PMI Composite Index |
| 2353 | MULTPLSP500SALESQUARTER_Log | Log of S&P 500 TTM Sales (Not Inflation Adjusted) |
| 2354 | MULTPLSP500SALESQUARTER_mva200 | S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA |
| 2355 | MULTPLSP500SALESQUARTER_mva050 | S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA |
| 2356 | MULTPLSP500DIVYIELDMONTH_YoY | S&P 500 Dividend Yield by Month Year over Year |
| 2357 | MULTPLSP500DIVYIELDMONTH_Smooth | Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend Yield by Month |
| 2359 | MULTPLSP500DIVYIELDMONTH_SmoothDer | Derivative of Smoothed S&P 500 Dividend Yield by Month |
| 2360 | MULTPLSP500DIVYIELDMONTH_Log | Log of S&P 500 Dividend Yield by Month |
| 2361 | MULTPLSP500DIVYIELDMONTH_mva200 | S&P 500 Dividend Yield by Month 200 Day MA |
| 2362 | MULTPLSP500DIVYIELDMONTH_mva050 | S&P 500 Dividend Yield by Month 50 Day MA |
| 2364 | MULTPLSP500DIVMONTH_Smooth | Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend by Month (Inflation Adjusted) |
| 2366 | MULTPLSP500DIVMONTH_SmoothDer | Derivative of Smoothed S&P 500 Dividend by Month (Inflation Adjusted) |
| 2367 | MULTPLSP500DIVMONTH_Log | Log of S&P 500 Dividend by Month (Inflation Adjusted) |
| 2368 | MULTPLSP500DIVMONTH_mva200 | S&P 500 Dividend by Month (Inflation Adjusted) 200 Day MA |
| 2369 | MULTPLSP500DIVMONTH_mva050 | S&P 500 Dividend by Month (Inflation Adjusted) 50 Day MA |
| 2380 | WWDIWLDISAIRGOODMTK1_SmoothDer | Derivative of Smoothed Air transport, freight |
| 2381 | WWDIWLDISAIRGOODMTK1_Log | Log of Air transport, freight |
| 2382 | WWDIWLDISAIRGOODMTK1_mva200 | Air transport, freight 200 Day MA |
| 2383 | WWDIWLDISAIRGOODMTK1_mva050 | Air transport, freight 50 Day MA |
| 2387 | FARMINCOME_SmoothDer | Derivative of Smoothed Net Farm Income |
| 2388 | FARMINCOME_Log | Log of Net Farm Income |
| 2389 | FARMINCOME_mva200 | Net Farm Income 200 Day MA |
| 2390 | FARMINCOME_mva050 | Net Farm Income 50 Day MA |
| 2392 | OPEARNINGSPERSHARE_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Operating Earnings per Share |
| 2395 | OPEARNINGSPERSHARE_Log | Log of Operating Earnings per Share |
| 2396 | OPEARNINGSPERSHARE_mva200 | Operating Earnings per Share 200 Day MA |
| 2397 | OPEARNINGSPERSHARE_mva050 | Operating Earnings per Share 50 Day MA |
| 2401 | AREARNINGSPERSHARE_SmoothDer | Derivative of Smoothed As-Reported Earnings per Share |
| 2402 | AREARNINGSPERSHARE_Log | Log of As-Reported Earnings per Share |
| 2404 | AREARNINGSPERSHARE_mva050 | As-Reported Earnings per Share 50 Day MA |
| 2409 | CASHDIVIDENDSPERSHR_Log | Log of Cash Dividends per Share |
| 2410 | CASHDIVIDENDSPERSHR_mva200 | Cash Dividends per Share 200 Day MA |
| 2411 | CASHDIVIDENDSPERSHR_mva050 | Cash Dividends per Share 50 Day MA |
| 2413 | FINRAMarginDebt_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Margin Debt |
| 2415 | FINRAMarginDebt_SmoothDer | Derivative of Smoothed Margin Debt |
| 2416 | FINRAMarginDebt_Log | Log of Margin Debt |
| 2418 | FINRAMarginDebt_mva050 | Margin Debt 50 Day MA |
| 2424 | FINRAFreeCreditMargin_mva200 | Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA |
| 2430 | OCCEquityVolume_Log | Log of Equity Options Volume |
| 2437 | OCCNonEquityVolume_Log | Log of Non-Equity Options Volume |
| 2451 | BUSLOANS.minus.BUSLOANSNSA_Log | Log of Business Loans (Montlhy) SA - NSA |
| 2458 | BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log | Log of Business Loans (Montlhy) SA - NSA divided by GDP |
| 2462 | BUSLOANS.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP |
| 2464 | BUSLOANS.by.GDP_SmoothDer | Derivative of Smoothed Business Loans Normalized by GDP |
| 2483 | BUSLOANSNSA.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP |
| 2485 | BUSLOANSNSA.by.GDP_SmoothDer | Derivative of Smoothed Business Loans Normalized by GDP |
| 2486 | BUSLOANSNSA.by.GDP_Log | Log of Business Loans Normalized by GDP |
| 2488 | BUSLOANSNSA.by.GDP_mva050 | Business Loans Normalized by GDP 50 Day MA |
| 2489 | TOTCI.by.GDP_YoY | Business Loans (Weekly, SA) Normalized by GDP Year over Year |
| 2490 | TOTCI.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP |
| 2492 | TOTCI.by.GDP_SmoothDer | Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP |
| 2493 | TOTCI.by.GDP_Log | Log of Business Loans (Weekly, SA) Normalized by GDP |
| 2494 | TOTCI.by.GDP_mva200 | Business Loans (Weekly, SA) Normalized by GDP 200 Day MA |
| 2495 | TOTCI.by.GDP_mva050 | Business Loans (Weekly, SA) Normalized by GDP 50 Day MA |
| 2496 | TOTCINSA.by.GDP_YoY | Business Loans (Weekly, NSA) Normalized by GDP Year over Year |
| 2497 | TOTCINSA.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP |
| 2499 | TOTCINSA.by.GDP_SmoothDer | Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP |
| 2500 | TOTCINSA.by.GDP_Log | Log of Business Loans (Weekly, NSA) Normalized by GDP |
| 2501 | TOTCINSA.by.GDP_mva200 | Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA |
| 2502 | TOTCINSA.by.GDP_mva050 | Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA |
| 2517 | W875RX1.by.GDP_YoY | Real Personal Income Normalized by GDP Year over Year |
| 2518 | W875RX1.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP |
| 2520 | W875RX1.by.GDP_SmoothDer | Derivative of Smoothed Real Personal Income Normalized by GDP |
| 2521 | W875RX1.by.GDP_Log | Log of Real Personal Income Normalized by GDP |
| 2522 | W875RX1.by.GDP_mva200 | Real Personal Income Normalized by GDP 200 Day MA |
| 2523 | W875RX1.by.GDP_mva050 | Real Personal Income Normalized by GDP 50 Day MA |
| 2524 | A065RC1A027NBEA.by.GDP_YoY | Personal Income (NSA) Normalized by GDP Year over Year |
| 2527 | A065RC1A027NBEA.by.GDP_SmoothDer | Derivative of Smoothed Personal Income (NSA) Normalized by GDP |
| 2528 | A065RC1A027NBEA.by.GDP_Log | Log of Personal Income (NSA) Normalized by GDP |
| 2531 | PI.by.GDP_YoY | Personal Income (SA) Normalized by GDP Year over Year |
| 2532 | PI.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP |
| 2534 | PI.by.GDP_SmoothDer | Derivative of Smoothed Personal Income (SA) Normalized by GDP |
| 2535 | PI.by.GDP_Log | Log of Personal Income (SA) Normalized by GDP |
| 2536 | PI.by.GDP_mva200 | Personal Income (SA) Normalized by GDP 200 Day MA |
| 2537 | PI.by.GDP_mva050 | Personal Income (SA) Normalized by GDP 50 Day MA |
| 2542 | A053RC1Q027SBEA.by.GDP_Log | Log of National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP |
| 2543 | A053RC1Q027SBEA.by.GDP_mva200 | National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 200 Day MA |
| 2544 | A053RC1Q027SBEA.by.GDP_mva050 | National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 50 Day MA |
| 2549 | CPROFIT.by.GDP_Log | Log of National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP |
| 2550 | CPROFIT.by.GDP_mva200 | National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 200 Day MA |
| 2551 | CPROFIT.by.GDP_mva050 | National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 50 Day MA |
| 2557 | CONSUMERNSA.by.GDP_mva200 | Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA |
| 2566 | RREACBM027SBOG.by.GDP_YoY | Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year |
| 2569 | RREACBM027SBOG.by.GDP_SmoothDer | Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP |
| 2570 | RREACBM027SBOG.by.GDP_Log | Log of Residental Real Estate Loans (Monthly, SA) divided by GDP |
| 2571 | RREACBM027SBOG.by.GDP_mva200 | Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA |
| 2572 | RREACBM027SBOG.by.GDP_mva050 | Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA |
| 2573 | RREACBW027SBOG.by.GDP_YoY | Residental Real Estate Loans (Weekly, SA) divided by GDP Year over Year |
| 2574 | RREACBW027SBOG.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP |
| 2576 | RREACBW027SBOG.by.GDP_SmoothDer | Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP |
| 2577 | RREACBW027SBOG.by.GDP_Log | Log of Residental Real Estate Loans (Weekly, SA) divided by GDP |
| 2578 | RREACBW027SBOG.by.GDP_mva200 | Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA |
| 2579 | RREACBW027SBOG.by.GDP_mva050 | Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA |
| 2580 | RREACBW027NBOG.by.GDP_YoY | Residental Real Estate Loans (Weekly, NSA) divided by GDP Year over Year |
| 2585 | RREACBW027NBOG.by.GDP_mva200 | Residental Real Estate Loans (Weekly, NSA) divided by GDP 200 Day MA |
| 2587 | ASHMA.by.GDP_YoY | Home Mortgages (Quarterly, NSA) divided by GDP Year over Year |
| 2591 | ASHMA.by.GDP_Log | Log of Home Mortgages (Quarterly, NSA) divided by GDP |
| 2627 | TOTLNNSA_mva200 | Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA |
| 2634 | TOTLNNSA.by.GDP_mva200 | Total Loans Not Seasonally Adjusted divided by GDP 200 Day MA |
| 2651 | WRESBAL.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks Divided by GDP |
| 2653 | WRESBAL.by.GDP_SmoothDer | Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP |
| 2654 | WRESBAL.by.GDP_Log | Log of Reserve Balances with Federal Reserve Banks Divided by GDP |
| 2655 | WRESBAL.by.GDP_mva200 | Reserve Balances with Federal Reserve Banks Divided by GDP 200 Day MA |
| 2656 | WRESBAL.by.GDP_mva050 | Reserve Balances with Federal Reserve Banks Divided by GDP 50 Day MA |
| 2657 | EXCSRESNW.by.GDP_YoY | Excess Reserves of Depository Institutions Divided by GDP Year over Year |
| 2658 | EXCSRESNW.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Excess Reserves of Depository Institutions Divided by GDP |
| 2660 | EXCSRESNW.by.GDP_SmoothDer | Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP |
| 2661 | EXCSRESNW.by.GDP_Log | Log of Excess Reserves of Depository Institutions Divided by GDP |
| 2662 | EXCSRESNW.by.GDP_mva200 | Excess Reserves of Depository Institutions Divided by GDP 200 Day MA |
| 2663 | EXCSRESNW.by.GDP_mva050 | Excess Reserves of Depository Institutions Divided by GDP 50 Day MA |
| 2665 | WLRRAL.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP |
| 2667 | WLRRAL.by.GDP_SmoothDer | Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP |
| 2668 | WLRRAL.by.GDP_Log | Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP |
| 2670 | WLRRAL.by.GDP_mva050 | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 50 Day MA |
| 2679 | EXPCH.minus.IMPCH_Smooth | Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) |
| 2681 | EXPCH.minus.IMPCH_SmoothDer | Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) |
| 2682 | EXPCH.minus.IMPCH_Log | Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) |
| 2683 | EXPCH.minus.IMPCH_mva200 | U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA |
| 2684 | EXPCH.minus.IMPCH_mva050 | U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA |
| 2689 | EXPMX.minus.IMPMX_Log | Log of |
| 2692 | SRPSABSNNCB.by.GDP_YoY | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP Year over Year |
| 2693 | SRPSABSNNCB.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP |
| 2695 | SRPSABSNNCB.by.GDP_SmoothDer | Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP |
| 2696 | SRPSABSNNCB.by.GDP_Log | Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP |
| 2702 | ASTLL.by.GDP_SmoothDer | Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP |
| 2703 | ASTLL.by.GDP_Log | Log of All sectors; total loans; liability, Level (NSA) Divided by GDP |
| 2704 | ASTLL.by.GDP_mva200 | All sectors; total loans; liability, Level (NSA) Divided by GDP 200 Day MA |
| 2705 | ASTLL.by.GDP_mva050 | All sectors; total loans; liability, Level (NSA) Divided by GDP 50 Day MA |
| 2710 | ASFMA.by.GDP_Log | Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP |
| 2711 | ASFMA.by.GDP_mva200 | All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 200 Day MA |
| 2712 | ASFMA.by.GDP_mva050 | All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 50 Day MA |
| 2714 | ASFMA.by.ASTLL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans Divided by farm mortgages |
| 2717 | ASFMA.by.ASTLL_Log | Log of All sectors; total loans Divided by farm mortgages |
| 2718 | ASFMA.by.ASTLL_mva200 | All sectors; total loans Divided by farm mortgages 200 Day MA |
| 2719 | ASFMA.by.ASTLL_mva050 | All sectors; total loans Divided by farm mortgages 50 Day MA |
| 2734 | FARMINCOME.by.GDP_YoY | Farm Income (Annual, NSA) Divided by GDP Year over Year |
| 2737 | FARMINCOME.by.GDP_SmoothDer | Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP |
| 2738 | FARMINCOME.by.GDP_Log | Log of Farm Income (Annual, NSA) Divided by GDP |
| 2741 | WALCL.by.GDP_YoY | All Federal Reserve Banks: Total Assets Divided by GDP Year over Year |
| 2742 | WALCL.by.GDP_Smooth | Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets Divided by GDP |
| 2744 | WALCL.by.GDP_SmoothDer | Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP |
| 2745 | WALCL.by.GDP_Log | Log of All Federal Reserve Banks: Total Assets Divided by GDP |
| 2746 | WALCL.by.GDP_mva200 | All Federal Reserve Banks: Total Assets Divided by GDP 200 Day MA |
| 2747 | WALCL.by.GDP_mva050 | All Federal Reserve Banks: Total Assets Divided by GDP 50 Day MA |
| 2748 | ECBASSETS.by.EUNNGDP_YoY | Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year |
| 2751 | ECBASSETS.by.EUNNGDP_SmoothDer | Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP |
| 2756 | DGS30TO10_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) |
| 2758 | DGS30TO10_SmoothDer | Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) |
| 2759 | DGS30TO10_Log | Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) |
| 2760 | DGS30TO10_mva200 | Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 200 Day MA |
| 2761 | DGS30TO10_mva050 | Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 50 Day MA |
| 2763 | DGS10TO1_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) |
| 2765 | DGS10TO1_SmoothDer | Derivative of Smoothed Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) |
| 2766 | DGS10TO1_Log | Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) |
| 2767 | DGS10TO1_mva200 | Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA |
| 2768 | DGS10TO1_mva050 | Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 50 Day MA |
| 2770 | DGS10TO2_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) |
| 2772 | DGS10TO2_SmoothDer | Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) |
| 2773 | DGS10TO2_Log | Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) |
| 2774 | DGS10TO2_mva200 | Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 200 Day MA |
| 2775 | DGS10TO2_mva050 | Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 50 Day MA |
| 2779 | DGS10TOTB3MS_SmoothDer | Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) |
| 2780 | DGS10TOTB3MS_Log | Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) |
| 2781 | DGS10TOTB3MS_mva200 | Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA |
| 2784 | DGS10TODTB3_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) |
| 2786 | DGS10TODTB3_SmoothDer | Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) |
| 2787 | DGS10TODTB3_Log | Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) |
| 2788 | DGS10TODTB3_mva200 | Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA |
| 2789 | DGS10TODTB3_mva050 | Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 50 Day MA |
| 2791 | DGS10ByAAA_Smooth | Savitsky-Golay Smoothed (p=3, n=365) AAA ratio to 10 year treasury (AAA/DGS10) |
| 2793 | DGS10ByAAA_SmoothDer | Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10) |
| 2795 | DGS10ByAAA_mva200 | AAA ratio to 10 year treasury (AAA/DGS10) 200 Day MA |
| 2796 | DGS10ByAAA_mva050 | AAA ratio to 10 year treasury (AAA/DGS10) 50 Day MA |
| 2798 | LNU03000000BYPOPTHM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Unemployment level (NSA) / Population |
| 2800 | LNU03000000BYPOPTHM_SmoothDer | Derivative of Smoothed Unemployment level (NSA) / Population |
| 2801 | LNU03000000BYPOPTHM_Log | Log of Unemployment level (NSA) / Population |
| 2802 | LNU03000000BYPOPTHM_mva200 | Unemployment level (NSA) / Population 200 Day MA |
| 2803 | LNU03000000BYPOPTHM_mva050 | Unemployment level (NSA) / Population 50 Day MA |
| 2805 | UNEMPLOYBYPOPTHM_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Unemployment level, seasonally adjusted / Population |
| 2807 | UNEMPLOYBYPOPTHM_SmoothDer | Derivative of Smoothed Unemployment level, seasonally adjusted / Population |
| 2808 | UNEMPLOYBYPOPTHM_Log | Log of Unemployment level, seasonally adjusted / Population |
| 2809 | UNEMPLOYBYPOPTHM_mva200 | Unemployment level, seasonally adjusted / Population 200 Day MA |
| 2810 | UNEMPLOYBYPOPTHM_mva050 | Unemployment level, seasonally adjusted / Population 50 Day MA |
| 2812 | U6toU3_Smooth | Savitsky-Golay Smoothed (p=3, n=365) U6RATE minums UNRATE |
| 2814 | U6toU3_SmoothDer | Derivative of Smoothed U6RATE minums UNRATE |
| 2815 | U6toU3_Log | Log of U6RATE minums UNRATE |
| 2816 | U6toU3_mva200 | U6RATE minums UNRATE 200 Day MA |
| 2817 | U6toU3_mva050 | U6RATE minums UNRATE 50 Day MA |
| 2847 | GOLDAMGBD228NLBM.by.PPIACO_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by commodities producer price index |
| 2851 | GOLDAMGBD228NLBM.by.PPIACO_mva200 | Gold, USD/Troy OUnce, Normalized by commodities producer price index 200 Day MA |
| 2852 | GOLDAMGBD228NLBM.by.PPIACO_mva050 | Gold, USD/Troy OUnce, Normalized by commodities producer price index 50 Day MA |
| 2854 | GOLDAMGBD228NLBM.by.CPIAUCSL_Smooth | Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by consumer price index |
| 2858 | GOLDAMGBD228NLBM.by.CPIAUCSL_mva200 | Gold, USD/Troy OUnce, Normalized by consumer price index 200 Day MA |
| 2859 | GOLDAMGBD228NLBM.by.CPIAUCSL_mva050 | Gold, USD/Troy OUnce, Normalized by consumer price index 50 Day MA |
| 2882 | GSPC.CloseBYMDY.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) GSPC by MDY |
| 2884 | GSPC.CloseBYMDY.Close_SmoothDer | Derivative of Smoothed GSPC by MDY |
| 2886 | GSPC.CloseBYMDY.Close_mva200 | GSPC by MDY 200 Day MA |
| 2887 | GSPC.CloseBYMDY.Close_mva050 | GSPC by MDY 50 Day MA |
| 2889 | QQQ.CloseBYMDY.Close_Smooth | Savitsky-Golay Smoothed (p=3, n=365) QQQ by MDY |
| 2891 | QQQ.CloseBYMDY.Close_SmoothDer | Derivative of Smoothed QQQ by MDY |
| 2893 | QQQ.CloseBYMDY.Close_mva200 | QQQ by MDY 200 Day MA |
| 2894 | QQQ.CloseBYMDY.Close_mva050 | QQQ by MDY 50 Day MA |
| 2896 | GSPC.DailySwing_Smooth | Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Daily Swing: (High - Low) / Open |
| 2898 | GSPC.DailySwing_SmoothDer | Derivative of Smoothed S&P 500 (^GSPC) Daily Swing: (High - Low) / Open |
| 2899 | GSPC.DailySwing_Log | Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open |
| 2900 | GSPC.DailySwing_mva200 | S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 200 Day MA |
| 2901 | GSPC.DailySwing_mva050 | S&P 500 (^GSPC) Daily Swing: (High - Low) / Open 50 Day MA |
| 2929 | MULTPLSP500PERATIOMONTH_Mean | S&P 500 TTM P/E Average (Excludes Values Greater Than 50) |
Take a look at recent activity in the equities market. This section looks at the S&P 500 close value to the 50 day and 200 day simple moving average (SMA).
This is a longer view for the S&P 500 trend.
The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.
datay <- "GDPSP500"
ylim <- c(0.10, 0.20)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 50)
my.data[[1]]
datay <- "GSPC.Close"
ylim <- c(2000, 4000)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]
Look at how the different segments of the market move
datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.
datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.
datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-200, 200)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)
datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)
df.data$ret050MAMinus200MA <- df.data$retBase * df.data$GSPC.Open_mva050_mva200_sig
df.data$ret050MAMinus200MAShort <- df.data$retBase * abs(df.data$GSPC.Open_mva050_mva200_sig-1.0)
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = "ret050MAMinus200MA",
string.source = "Calc",
string.description = "Rate of Change, 50 DMA - 200 DMA Rule",
string.label.y = "Percent",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction ,
date.series.end = as.Date(Sys.Date())
)
)
df.data$ret050MAMinus200MARet <- exp(cumsum(df.data$ret050MAMinus200MA))
df.data$ret050MAMinus200MARet <- df.data$ret050MAMinus200MARet/df.data[min(which(df.data$date>dtStartBackTest)),"ret050MAMinus200MARet"]
df.symbols <-
rbind(
df.symbols,
data.frame(
string.symbol = "ret050MAMinus200MARet",
string.source = "Calc",
string.description = "Equity Return, 50 DMA - 200 DMA Rule",
string.label.y = "$1 Invested",
float.expense.ratio = -1.00,
Max030 = FALSE,
Max180 = FALSE,
date.series.start = dt.start.prediction ,
date.series.end = as.Date(Sys.Date())
)
)
dataTrade <- "GSPC.Open_mva050_mva200_sig"
dataRet <- "ret050MAMinus200MA"
dataEq <- "ret050MAMinus200MARet"
p1 <-
plotBack(
dfRecession,
df.data,
dataTrade,
dataRet,
dataEq,
dfPred,
bOverlay = FALSE,
dtStartBackTest,
ylimBackTest
)
Market prices can out-run earnings so take a look at price to earnings.
Focus on some of the more recent activity
datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 1500)
dt.start <- as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 1500)
dt.start = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
The series peaks in the middle of a bull market.
12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.
https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month
datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-50, 50)
dtStart = as.Date('1910-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
datay <- "MULTPLSP500DIVMONTH"
ylim <- c(20, 60)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.
https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month
datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(0, 12)
dtStart = as.Date('1910-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(1, 4)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.
That is one spiky data series. Not sure there is a lot to help us here.
Take a look at recent activity in the small cap market.
datay <- "RLG.Open"
datay.aux <- "RLG.Open_mva200"
datay.title <- getPlotTitle(df.symbols, datay.aux, str.sep = "\n")
datay.aux.1 <- "RLG.Open_mva050"
datay.title.1 <- getPlotTitle(df.symbols, datay.aux.1, str.sep = "\n")
ylim <- c(1000, 2000)
myPlot <-
plotSingle(
dfRecession,
df.data,
"date",
datay,
getPlotTitle(df.symbols, datay),
"Date",
getPlotYLabel(df.symbols, datay),
c(dt.recent, Sys.Date()),
ylim,
b.legend = TRUE,
b.percentile = FALSE,
b.long.legend = TRUE
)
myPlot <-
myPlot + geom_line(
data = df.data,
aes_string(
x = "date",
y = datay.aux,
colour = shQuote(datay.title)
),
na.rm = TRUE
)
myPlot + geom_line(
data = df.data,
aes_string(
x = "date",
y = datay.aux.1,
colour = shQuote(datay.title.1)
),
na.rm = TRUE
)
datay1 <- "RLG.Open"
ylim1 <- c(0, 2000)
datay2 <- "GSPC.Open"
ylim2 <- c(0, d.GSPC.max)
dtStart <- as.Date("1jan2003","%d%b%Y")
w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf
datay1 <- "RLG.Open"
ylim1 <- c(0, 2000)
datay2 <- "MDY.Open"
ylim2 <- c(0, 500)
dtStart <- as.Date("1jan2003","%d%b%Y")
w <- 30
corrName <-
calcRollingCorr(dfRecession,
df.data,
df.symbols,
datay1,
ylim1,
datay2,
ylim2,
w,
dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf
This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.
datay <- "NOBL.Open"
ylim <- c(40, 80)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.
It tends to creep up when there is a frenzy in the stock market.
datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)
Take a close look at recent activity
datay <- "FINRAMarginDebt"
ylim <- c(100000, 800000)
dt.start <- as.Date('2000-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
Sometimes it is more helpful to view year over year growth.
datay <- "FINRAMarginDebt_YoY"
ylim <- c(-100, 50)
dt.start <- as.Date('1960-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile = TRUE)
More near-term trend.
datay <- "FINRAMarginDebt_YoY"
ylim <- c(-100, 75)
dt.start <- as.Date('2000-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)
Looks like options on non-equity co-occurs with peaks/troughs?.
Take a look at some of the indications of market volatility
As markets become complacent (low VIX) and high values, peaks often occur.
Compare the VIX to some of the ETF’s out there.
There
Not much predictive in VIX, take a quick look at the smoothed derivative.
Daily changes in the S&P should correlate well with the VIX.
More of a correlating series than a predictor.
Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.
Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.
Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6
The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.
Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.
datay <- "UNRATE"
ylim <- c(3.3, 4.5)
i.window = 730
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window)
my.data[[1]]
Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.
Difference between U6 and U3 to see how close the economy is getting to full employment.
We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.
datay <- "ICSA"
ylim <- c(100000, 7000000)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.
datay <- "ICSA_SmoothDer"
ylim <- c(-3500, 3500)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile = TRUE)
Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.
datay <- "ICSA_YoY"
ylim <- c(-75, 125)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile = TRUE)
Take a closer look at recent data
datay <- "ICSA_YoY"
ylim <- c(-50, 125)
dt.start <- as.Date('2000-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile = TRUE)
Take a look at the percentage of the population looking for work
datay <- "LNU03000000BYPOPTHM"
ylim <- c(0, 6)
datay_aux <- "UNEMPLOYBYPOPTHM"
dt.start <- as.Date('1968-01-01')
my.plot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.start, Sys.Date()), ylim, TRUE)
my.plot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)
A bit more recent trend
datay <- "LNU03000000BYPOPTHM"
ylim <- c(0, 6)
datay_aux <- "UNEMPLOYBYPOPTHM"
my.plot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.recent, Sys.Date()), ylim, TRUE)
my.plot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)
datay <- "UNEMPLOY"
ylim <- c(-75, 20000)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
datay <- "UNEMPLOY_YoY"
ylim <- c(-25, 50)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)
Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.
datay <- "PAYNSA"
datay_aux <- "PAYNSA_Smooth"
ylim <- c(20000, 160000)
b.legend <- TRUE
b.percentile <- FALSE
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(as.Date("1jan1950","%d%b%Y"), Sys.Date()), ylim, b.legend, b.percentile)
myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)
datay <- "PAYNSA_YoY"
ylim <- c(-7.5, 7.5)
b.legend <- TRUE
b.percentile <- TRUE
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(as.Date("1jan1950","%d%b%Y"), Sys.Date()), ylim, b.legend, b.percentile)
datay <- "PAYNSA_YoY"
ylim <- c(-7.5, 7.5)
b.legend <- TRUE
b.percentile <- FALSE
dt.start <- as.Date('2000-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dt.start, Sys.Date()), ylim, b.legend, b.percentile)
Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours
datay <- "CEU0600000007"
ylim <- c(36, 43)
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(as.Date("1jan1945","%d%b%Y"), Sys.Date()), ylim, TRUE)
The time series is pretty lumpy, plot the YoY change
datay <- "CEU0600000007_YoY"
ylim <- c(-7.5, 7.5)
b.percentile <- TRUE
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile)
A more recent look
datay <- "CEU0600000007_YoY"
ylim <- c(-5, 5)
b.percentile <- FALSE
dt.start <- as.Date('2010-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile)
Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrual production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.
The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.
The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.
datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)
datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)
dtStart <- as.Date("1jan1981","%d%b%Y")
w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.
The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.
Take a look at year-over-year changes
Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.
## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.
There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.
datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 7.5)
datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 50)
dtStart <- as.Date("1jan1970","%d%b%Y")
w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.
datay1 <- "INDPRO"
ylim1 <- c(40, 125)
datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)
dtStart <- as.Date("1jan1981","%d%b%Y")
w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.
datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)
datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)
dtStart <- as.Date("1jan1981","%d%b%Y")
w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
This is an advanced estimate of the retail sales value.
Also take a look at year over year
During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.
datay <- "W875RX1"
ylim <- c(0, 15000)
plotSingleQuickModern(datay, ylim)
The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.
Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.
This section shows price and cost measures.
Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.
Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.
What does CPI look like?
datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)
Check out the YoY growth
datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 13)
plotSingleQuickModern(datay, ylim)
Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.
## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.
Look at a trend of West Texas Intermediate (WTI)
Take a look at both WTI and Brent crude.
Real price of crude using producer price index for commodities
As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.
This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.
See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.
See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.
## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 158 rows containing non-finite values (stat_smooth).
Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.
Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.
The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.
There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.
datay1 <- "INDPRO_YoY"
ylim1 <- c(-25, 25)
datay2 <- "CHRISCMEHG1_YoY"
ylim2 <- c(-160, 60)
dtStart = as.Date('1960-01-01')
w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
Might be easier to see correlation in a dot plot format.
## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 32 rows containing non-finite values (stat_smooth).
This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.
The federal reserve has an impact on the economy, here are some data series relating to that.
datay <- "WALCL"
ylim <- c(0, 4800)
plotSingleQuick(dfRecession, df.data, datay, ylim)
Little bit closer
datay <- "WALCL"
ylim <- c(0, 4800)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Compare liabilities to reverse repo trends
datay <- "WLRRAL"
ylim <- c(0, 700)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Spiky, might be easier to look at year-over-year
datay <- "WLRRAL_YoY"
ylim <- c(-100, 100)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Normalized by GDP
datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.
“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr
Take a look at the variation (99th - 1st percentile)
Hard to get a sense of these series in the absolute. Take a look relative to GDP.
As reserves increase there should be less lending. That correlation generally holds.
## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.
Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.
Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.
## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 428 rows containing non-finite values (stat_smooth).
Basic currency trend (currency component of M1)
datay <- "WCURRNS"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 1800)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot
datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 15)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot
datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 15)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot
The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.
datay <- "M1_YoY"
ylim <- c(-15, 25)
datay_aux <- "M2_YoY"
dtStart = as.Date('1980-01-01')
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)
The federal reserve provides liquidity to the repo market, summary of that action
The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.
## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.
The government is a big driver of the economy, let’s see what it is doing in the debt markets.
datay <- "GFDEBTN"
ylim <- c(0, 24000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)
datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)
datay <- "GFDEBTN_YoY"
ylim <- c(-10, 20)
plotSingleQuick(dfRecession, df.data, datay, ylim)
datay <- "GFDEGDQ188S"
ylim <- c(30, 110)
plotSingleQuick(dfRecession, df.data, datay, ylim)
datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)
Charlie Hatch has a nice format of deficit versus debt:
## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.
What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.
That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.
The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.
This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.
One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.
Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.
Zoom in to the last couple of decades
As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.
There is a good correlation between these two variables. This next section plots that correction explicitly.
This is the total loans. I think the picture is too broad to point to a specific sector of the economy.
Business loans should slow before the recession (a contraction in credit as rates rise).
Look at business debt normalized by GDP over the entire time series
See how the farming sector is fairing.
Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.
This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.
In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.
Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks.
Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).
I am assuming that personal income is paying for the mortgages.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_text).
Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.
Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_text).
This market went through some stress in 2008, it is happening again so setup some plots to watch it.
Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.
datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)
datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 2.5)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)
Check out LIBOR and fed funds rate
datay <- "TB3MS"
datay_aux <- "USD1MTD156N"
ylim <- c(0, 12)
dtStart = as.Date('1985-01-01')
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date",
getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)
myPlot
The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.
datay <- "DGS1"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1
datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)
Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.
Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).
And a longer window
The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).
The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.
More recent data
Just the last 24 months or so.
Plot the 10 Year to 3 month over a few decades to see what the outling cases look like
The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.
This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.
Take a look at more recent data
Try looking at a 1-year average of the above time series
datay <- "AAA"
ylim <- c(2.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
High quality bonds long-term trend.
datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
High quality bonds near-term trend.
datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.
https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3
datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
p1 <-
p1 + geom_vline(
xintercept = as.Date("2015-08-24"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1 <-
p1 + geom_vline(
xintercept = as.Date("2016-01-08"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1 <-
p1 + geom_vline(
xintercept = as.Date("2018-02-05"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1 <-
p1 + geom_vline(
xintercept = as.Date("2018-10-11"),
linetype = "dashed",
color = "grey",
size = 1.0
)
datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
p1.vol <-
p1.vol + geom_vline(
xintercept = as.Date("2015-08-24"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1.vol <-
p1.vol + geom_vline(
xintercept = as.Date("2016-01-08"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1.vol <-
p1.vol + geom_vline(
xintercept = as.Date("2018-02-05"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p1.vol <-
p1.vol + geom_vline(
xintercept = as.Date("2018-10-11"),
linetype = "dashed",
color = "grey",
size = 1.0
)
datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
plotSingle(
dfRecession,
df.data,
"date",
datay,
getPlotTitle(df.symbols, datay),
"Date",
getPlotYLabel(df.symbols, datay),
c(dtStart, Sys.Date()),
ylim,
TRUE
)
p2 <-
p2 + geom_vline(
xintercept = as.Date("2015-08-24"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p2 <-
p2 + geom_vline(
xintercept = as.Date("2016-01-08"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p2 <-
p2 + geom_vline(
xintercept = as.Date("2018-02-05"),
linetype = "dashed",
color = "grey",
size = 1.0
)
p2 <-
p2 + geom_vline(
xintercept = as.Date("2018-10-11"),
linetype = "dashed",
color = "grey",
size = 1.0
)
grid.arrange(p1,
p1.vol,
p2,
ncol = 1,
top = "High Yield Muni's and S&P Price")
This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.
## `geom_smooth()` using formula 'y ~ x'
I wanted to see how this looked compared to the 3 month
## `geom_smooth()` using formula 'y ~ x'
Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.
## `geom_smooth()` using formula 'y ~ x'
## `geom_smooth()` using formula 'y ~ x'
That’s pretty good correlation. Let’s see what the rolling correlation looks like.
datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)
datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)
dtStart <- as.Date("1jan1960","%d%b%Y")
w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)
datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)
dtStart <- as.Date("1jan1960","%d%b%Y")
w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
One other items, let’s see how loans do versus the federal funds rate
## `geom_smooth()` using formula 'y ~ x'
Definitions
Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.
A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions
There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.
Data in this section come from the Bureau of Economic Analysis.
[Billions of dollars] Seasonally adjusted at annual rates
GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.
GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.
Looks like the year over year change on the GDP should correlate well with unemployment.
[Index numbers, 2012=100] Seasonally adjusted
This is GDP price deflator series.
Normalize GDP by CPI
GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.
Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.
Select series from Table 6.16D
From BEA’s documentation (https://www.bea.gov/media/5671):
“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.
Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."
Data is Line 1 of Table 6.16D
Profits look a bit flat over the last several years in this series.
Billions of dollars; months are seasonally adjusted at annual rates.
BEA Account Code: A065RC
Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)
Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.
Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.
BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).
Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.
The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot
## `geom_smooth()` using formula 'y ~ x'
The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.
datay1 <- "UNRATE"
ylim1 <- c(2, 12)
datay2 <- "PSAVERT"
ylim2 <- c(0, 15)
dtStart <- as.Date("1jan1985","%d%b%Y")
w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).
## `geom_smooth()` using formula 'y ~ x'
U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.
Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.
datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
plotSingle(
dfRecession,
df.data,
"date",
datay,
getPlotTitle(df.symbols, datay),
"Date",
getPlotYLabel(df.symbols, datay),
c(dtStart, Sys.Date()),
ylim,
TRUE
)
grid.arrange(p1,
p2,
p3,
ncol = 1,
top = "New Housing Sales")
New housing yoy
datay <- "HSN1FNSA_YoY"
ylim <- c(-100, 50)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "HNFSUSNSA_YoY"
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "HNFSUSNSA.minus.HSN1FNSA_YoY"
p3 <-
plotSingle(
dfRecession,
df.data,
"date",
datay,
getPlotTitle(df.symbols, datay),
"Date",
getPlotYLabel(df.symbols, datay),
c(dtStart, Sys.Date()),
ylim,
TRUE
)
grid.arrange(p1,
p2,
p3,
ncol = 1,
top = "New Housing Sales Year-Over-Year")
Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.
Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.
Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.
The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.
That’s a little better, let’s see what the smoothed derivative looks like.
That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.
Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.
That spike in consumer loans is due to
“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”
This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.
From the FRED website (https://fred.stlouisfed.org/release?rid=52):
"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)
Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.
Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.
Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=
Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q
Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q
Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q
https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065005&t=L.214&suf=Q
https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214
https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q
https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q
https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065603&t=L.214&suf=Q
federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q
string.source ID: FL152000005.Q.
string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.
GDP versus productivity
Not sure if these relates to a recession, but fascinating to see how output and employees change with time.
datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Shipping volumes might be helpful in determining state of the economy.
datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
World bank air transportation. Only updated annually so less usefull, but interesting reference to above.
datay <- "WWDIWLDISAIRGOODMTK1"
ylim <- c(0, 250000)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.
The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative
Date range to match census data
This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.
Take a look at housing starts. These can drop as rates rise.
Case-schiller price index
Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.
Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.
That is worth a closer look
datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)
datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)
dtStart <- as.Date("1jan1960","%d%b%Y")
w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.
As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.
GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators
Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).
In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.
I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail
Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.
This is the complete list of symbol names and sources used in the project.
| string.symbol | string.source | Description | Label | Series Start | date.series.start | date.series.end | Max030 | Max180 |
|---|---|---|---|---|---|---|---|---|
| CPIAUCSL | FRED | Consumer Price Index for All Urban Consumers: All Items | Index 1982-1984=100 | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| USREC | FRED | NBER based Recession Indicators | +1 or 0 | -1.00 | 1854-12-01 | 2020-03-01 | TRUE | TRUE |
| UNRATE | FRED | Civilian Unemployment Rate U-3 | Percent | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| U6RATE | FRED | Total unemployed + margin + part-time U-6 | Percent | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| PAYNSA | FRED | All Employees: Total Nonfarm Payrolls (NSA) | Thousands of Persons | -1.00 | 1939-01-01 | 2020-03-01 | TRUE | FALSE |
| TABSHNO | FRED | Households and nonprofit organizations; total assets, Level | Billions of Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| HNONWPDPI | FRED | Household Net Worth, percent Dispsable Income | Percent | -1.00 | 1946-10-01 | 2019-10-01 | TRUE | TRUE |
| INDPRO | FRED | Industrial Production Index | Index 2012=100 | -1.00 | 1919-01-01 | 2020-02-01 | TRUE | FALSE |
| RRSFS | FRED | Real Retail and Food Services Sales | Millions of Dollars | -1.00 | 1992-01-01 | 2020-02-01 | TRUE | FALSE |
| RSALES | FRED | Real Retail Sales (DISCONTINUED) | Millions of Dollars | -1.00 | 1947-01-01 | 2001-04-01 | TRUE | TRUE |
| W875RX1 | FRED | Real personal income excluding current transfer receipts | Billions of Chained 2009 Dollars | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| RPI | FRED | Real personal income | Billions of Chained 2009 Dollars | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PCOPPUSDM | FRED | Global price of Copper | U.S. Dollars per Metric Ton | -1.00 | 1990-01-01 | 2020-03-01 | TRUE | FALSE |
| NOBL | yahoo | ProShares S&P 500 Dividend Aristocrats (NOBL) | BATS Real Time Price | -1.00 | 2013-10-10 | 2020-04-08 | NA | NA |
| IMPCH | FRED | U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) | Billions of U.S. Dollars | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| EXPCH | FRED | U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) | Billions of U.S. Dollars | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| IMPMX | FRED | U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) | Billions of U.S. Dollars | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| EXPMX | FRED | U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) | Billions of U.S. Dollars | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| HSN1FNSA | FRED | New One Family Houses Sold: United States (Monthly, NSA) | Thousands of Units | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | TRUE |
| HNFSUSNSA | FRED | New One Family Houses for Sale in the United States (Monthly, NSA) | Thousands of Units | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | FALSE |
| BUSLOANS | FRED | Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) | Billions of U.S. Dollars | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| TOTCI | FRED | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) | Billions of U.S. Dollars | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| BUSLOANSNSA | FRED | Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) | Billions of U.S. Dollars | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| REALLNNSA | FRED | Real Estate Loans, All Commercial Banks (Monthly, NSA) | Billions of U.S. Dollars | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| REALLN | FRED | Real Estate Loans, All Commercial Banks (Monthly, SA) | Billions of U.S. Dollars | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| RELACBW027NBOG | FRED | Real Estate Loans, All Commercial Banks (Weekly, NSA) | Billions of U.S. Dollars | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RELACBW027SBOG | FRED | Real Estate Loans, All Commercial Banks (Weekly, SA) | Billions of U.S. Dollars | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RREACBM027NBOG | FRED | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) | Billions of U.S. Dollars | -1.00 | 2004-06-01 | 2020-02-01 | TRUE | FALSE |
| RREACBM027SBOG | FRED | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) | Billions of U.S. Dollars | -1.00 | 2004-06-01 | 2020-02-01 | TRUE | TRUE |
| RREACBW027SBOG | FRED | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) | Billions of U.S. Dollars | -1.00 | 2004-06-02 | 2020-03-25 | TRUE | TRUE |
| RREACBW027NBOG | FRED | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) | Billions of U.S. Dollars | -1.00 | 2004-06-02 | 2020-03-25 | FALSE | FALSE |
| MORTGAGE30US | FRED | 30-Year Fixed Rate Mortgage Average in the United States | Percent | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| CONSUMERNSA | FRED | Consumer Loans, All Commercial Banks | Billions of U.S. Dollars | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| DRCLACBS | FRED | Delinquency Rate on Consumer Loans, All Commercial Banks, SA | Percent | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA | FRED | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) | Billions of U.S. Dollars | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| SRPSABSNNCB | FRED | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) | Billions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASTLL | FRED | All sectors; total loans; liability, Level (NSA) | Billions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBDILNECA | FRED | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) | Billions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASOLAL | FRED | All sectors; other loans and advances; liability, Level (NSA) | Millions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASTMA | FRED | All sectors; total mortgages; asset, Level (NSA) | Billions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASHMA | FRED | All sectors; home mortgages; asset, Level (NSA) | Billions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASMRMA | FRED | All sectors; multifamily residential mortgages; asset, Level (NSA) | Billions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASCMA | FRED | All sectors; commercial mortgages; asset, Level (NSA) | Billions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA | FRED | All sectors; farm mortgages; asset, Level (NSA) | Billions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| CCLBSHNO | FRED | Households and nonprofit organizations; consumer credit; liability, Level (NSA) | Billions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBDSILQ027S | FRED | Domestic financial sectors debt securities; liability, Level (NSA) | Millions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBLL | FRED | Domestic financial sectors loans; liability, Level (NSA) | Millions of U.S. Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| NCBDBIQ027S | FRED | Nonfinancial corporate business; debt securities; liability, Level | Millions of Dollars | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| DGS10 | FRED | 10-Year Treasury Constant Maturity Rate | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TNX | yahoo | CBOE Interest Rate 10 Year T No | Percent | -1.00 | 1962-01-02 | 2020-04-08 | NA | NA |
| DGS30 | FRED | 10-Year Treasury Constant Maturity Rate | Percent | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS1 | FRED | 1-Year Treasury Constant Maturity Rate | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS2 | FRED | 2-Year Treasury Constant Maturity Rate | Percent | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| TB3MS | FRED | 3-Month Treasury Bill: Secondary Market Rate (Monthly) | Percent | -1.00 | 1934-01-01 | 2020-03-01 | TRUE | FALSE |
| DTB3 | FRED | 3-Month Treasury Bill: Secondary Market Rate (Daily) | Percent | -1.00 | 1954-01-04 | 2020-04-07 | FALSE | FALSE |
| IRX | yahoo | CBOE 13 WEEK TREASURY BILL | Percent | -1.00 | 1960-01-04 | 2020-04-08 | NA | NA |
| DCOILWTICO | FRED | Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma | Dollars per Barrel (Not Adjusted) | -1.00 | 1986-01-02 | 2020-04-06 | FALSE | FALSE |
| DCOILBRENTEU | FRED | Crude Oil Prices: Brent - Europe | Dollars per Barrel (Not Adjusted) | -1.00 | 1987-05-20 | 2020-04-06 | FALSE | FALSE |
| NEWORDER | FRED | Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft | Millions of Dollars | -1.00 | 1992-02-01 | 2020-02-01 | TRUE | FALSE |
| ALTSALES | FRED | Light Weight Vehicle Sales: Autos and Light Trucks | Millions of Units | -1.00 | 1976-01-01 | 2020-03-01 | TRUE | FALSE |
| ICSA | FRED | Initial Jobless Claims | Number | -1.00 | 1967-01-07 | 2020-04-04 | FALSE | FALSE |
| GSPC | yahoo | S&P 500 | Dollars | -1.00 | 1927-12-30 | 2020-04-08 | NA | NA |
| GDP | FRED | Gross Domestic Product | Billions of Dollars | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDPC1 | FRED | Real Gross Domestic Product | Billions of Dollars | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDPDEF | FRED | Gross Domestic Product: Implicit Price Deflator | Index 2012=100 | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| VIG | yahoo | Vanguard Dividend Appreciation ETF | Dollars | -1.00 | 2006-05-02 | 2020-04-08 | NA | NA |
| WLRRAL | FRED | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) | Billions of U.S. Dollars | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| FEDFUNDS | FRED | Effective Federal Funds Rate | Percent | -1.00 | 1954-07-01 | 2020-03-01 | TRUE | FALSE |
| GPDI | FRED | Gross Private Domestic Investment | Billions of Dollars | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| MZMV | FRED | Velocity of MZM Money Stock | Ratio | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| M1 | FRED | M1 Money Stock | Billions of Dollars | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| M2 | FRED | M2 Money Stock | Billions of Dollars | -1.00 | 1980-11-03 | 2020-03-23 | TRUE | TRUE |
| OPHNFB | FRED | Nonfarm Business Sector: Real Output Per Hour of All Persons | Index 2009 = 100 | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| IPMAN | FRED | Industrial Production: Manufacturing (NAICS) | Index 2012 = 100 | -1.00 | 1972-01-01 | 2020-02-01 | TRUE | FALSE |
| RLG | yahoo | Russell 1000 Growth ETF | Dollars | -1.00 | 2002-09-30 | 2020-04-08 | NA | NA |
| IWD | yahoo | iShares Russell 1000 Value ETF | Dollars | -1.00 | 2000-05-26 | 2020-04-08 | NA | NA |
| GS5 | FRED | 5-Year Treasury Constant Maturity Rate | Percent | -1.00 | 1953-04-01 | 2020-03-01 | TRUE | FALSE |
| PSAVERT | FRED | Personal Saving Rate | Percent | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| VIXCLS | FRED | CBOE Volatility Index | Index | -1.00 | 1990-01-02 | 2020-04-08 | FALSE | FALSE |
| VXX | yahoo | iPath Series B S&P 500 VIX Short-Term Futures ETN | Index | -1.00 | 2018-01-25 | 2020-04-08 | NA | NA |
| HOUST1F | FRED | Privately Owned Housing Starts: 1-Unit Structures | Thousands of units | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| GFDEBTN | FRED | Federal Debt: Total Public Debt | Millions of Dollars | -1.00 | 1966-01-01 | 2019-10-01 | TRUE | TRUE |
| HOUST | FRED | Housing Starts: Total: New Privately Owned Housing Units Started | Thousands of units | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | FALSE |
| CSUSHPINSA | FRED | S&P/Case-Shiller U.S. National Home Price Index (NSA) | Index Jan 2000=100 | -1.00 | 1987-01-01 | 2020-01-01 | TRUE | TRUE |
| GFDEGDQ188S | FRED | Federal Debt: Total Public Debt as Percent of Gross Domestic Product | Percent of GDP | -1.00 | 1966-01-01 | 2019-10-01 | TRUE | TRUE |
| FYFSD | FRED | Federal Surplus or Deficit | Millions of Dollars | -1.00 | 1901-06-30 | 2019-09-30 | TRUE | TRUE |
| FYFSGDA188S | FRED | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product | Percent of GDP | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | TRUE |
| GOLDAMGBD228NLBM | FRED | Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market | USD/Troy Ounce | -1.00 | 1968-04-01 | 2020-04-08 | FALSE | FALSE |
| WALCL | FRED | All Federal Reserve Banks: Total Assets | Billions of Dollars | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| OUTMS | FRED | Manufacturing Sector: Real Output | Index 2009=100 | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| MANEMP | FRED | All Employees: Manufacturing | Thousands of Persons | -1.00 | 1939-01-01 | 2020-03-01 | TRUE | FALSE |
| PRS30006163 | FRED | Manufacturing Sector: Real Output Per Person | Index 2009=100 | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| BAMLC0A3CA | FRED | ICE BofAML US Corporate A Option-Adjusted Spread | Percent | -1.00 | 1996-12-31 | 2020-04-08 | FALSE | FALSE |
| AAA | FRED | Moody’s Seasoned Aaa Corporate Bond Yield | Percent | -1.00 | 1919-01-01 | 2020-03-01 | TRUE | FALSE |
| SOFR | FRED | Secured Overnight Financing Rate | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFRVOL | FRED | Secured Overnight Financing Volume | Billions of U.S. Dollars | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99 | FRED | Secured Overnight Financing Rate: 99th Percentile | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR75 | FRED | Secured Overnight Financing Rate: 75th Percentile | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR25 | FRED | Secured Overnight Financing Rate: 25th Percentile | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR1 | FRED | Secured Overnight Financing Rate: 1st Percentile | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| OBFR | FRED | Overnight Bank Funding Rate | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR99 | FRED | Overnight Bank Funding Rate: 99th Percentile | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR75 | FRED | Overnight Bank Funding Rate: 75th Percentile | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR25 | FRED | Overnight Bank Funding Rate: 25th Percentile | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR1 | FRED | Overnight Bank Funding Rate: 1st Percentile | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| RPONTSYD | FRED | Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations | Billions of US Dollars | -1.00 | 2000-07-07 | 2020-04-08 | FALSE | FALSE |
| IOER | FRED | Interest Rate on Excess Reserves | Percent | -1.00 | 2008-10-09 | 2020-04-09 | FALSE | FALSE |
| WRESBAL | FRED | Reserve Balances with Federal Reserve Banks | Billions of Dollars | -1.00 | 1984-01-04 | 2020-04-01 | TRUE | TRUE |
| EXCSRESNW | FRED | Excess Reserves of Depository Institutions | Billions of Dollars | -1.00 | 1984-02-08 | 2020-03-25 | TRUE | TRUE |
| ECBASSETS | FRED | Central Bank Assets for Euro Area (11-19 Countries) | Billions of Euros | -1.00 | 1998-12-01 | 2020-01-01 | TRUE | FALSE |
| EUNNGDP | FRED | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) | Billions of Euros | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | TRUE |
| CEU0600000007 | FRED | Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing | Hours | -1.00 | 1947-01-01 | 2020-03-01 | TRUE | FALSE |
| USD1MTD156N | FRED | 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar | Percent | -1.00 | 1986-01-02 | 2020-04-02 | FALSE | FALSE |
| CURRENCY | FRED | Currency Component of M1 (Seasonally Adjusted) | Billions of Dollars | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| WCURRNS | FRED | Currency Component of M1 | Billions of Dollars | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| PRS88003193 | FRED | Nonfinancial Corporations Sector: Unit Profits | Index 2012 = 100 | -1.00 | 1947-01-01 | 2019-07-01 | TRUE | TRUE |
| PPIACO | FRED | Producer Price Index for All Commodities | Index 1982 = 100 | -1.00 | 1913-01-01 | 2020-03-01 | TRUE | FALSE |
| PCUOMFGOMFG | FRED | Producer Price Index by Industry: Total Manufacturing Industries | Index 1982 = 100 | -1.00 | 1984-12-01 | 2020-03-01 | TRUE | FALSE |
| POPTHM | FRED | Population (U.S.) | Thousands | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| LNU03000000 | FRED | Unemployment Level (NSA) | Thousands | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNEMPLOY | FRED | Unemployment Level, seasonally adjusted | Thousands | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| RSAFS | FRED | Advance Retail Sales: Retail and Food Services | Thousands | -1.00 | 1992-01-01 | 2020-02-01 | TRUE | FALSE |
| FRGSHPUSM649NCIS | FRED | Cass Freight Index: Shipments | Index Jan 1990 = 1 | -1.00 | 1990-01-01 | 2020-02-01 | TRUE | FALSE |
| TERMCBPER24NS | FRED | Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan | Percent | -1.00 | 1972-02-01 | 2020-02-01 | TRUE | FALSE |
| A065RC1A027NBEA | FRED | Personal income (NSA) | Billions of Dollars | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | TRUE |
| PI | FRED | Personal income (SA) | Billions of Dollars | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| SPY | yahoo | SPDR S&P 500 ETF | Dollars | -1.00 | 1993-01-29 | 2020-04-08 | NA | NA |
| MDY | yahoo | SPDR S&P MidCap 400 ETF | Dollars | -1.00 | 1995-05-04 | 2020-04-08 | NA | NA |
| EES | yahoo | WisdomTree US SmallCap Earnings ETF | Dollars | 0.38 | 2007-02-23 | 2020-04-08 | NA | NA |
| IJR | yahoo | iShares Core S&P Small-Cap ETF | Dollars | 0.05 | 2000-05-26 | 2020-04-08 | NA | NA |
| VGSTX | yahoo | Vanguard STAR Inv | Dollars | 0.32 | 1985-03-29 | 2020-04-08 | NA | NA |
| VFINX | yahoo | Vanguard 500 Index Investor | Dollars | 0.14 | 1980-01-02 | 2020-04-08 | NA | NA |
| VOE | yahoo | Vanguard Mid-Cap Value ETF | Dollars | 0.07 | 2006-08-25 | 2020-04-08 | NA | NA |
| VOT | yahoo | Vanguard Mid-Cap Growth ETF | Dollars | 0.07 | 2006-08-25 | 2020-04-08 | NA | NA |
| TMFGX | yahoo | Motley Fool Great America Investor | Dollars | 1.16 | 2010-11-02 | 2020-04-08 | NA | NA |
| IWM | yahoo | iShares Russell 2000 | Dollars | 0.19 | 2000-05-26 | 2020-04-08 | NA | NA |
| ONEQ | yahoo | Fidelity NASDAQ Composite Index Tracking Stock Fund | Dollars | 0.21 | 2003-10-01 | 2020-04-08 | NA | NA |
| HAINX | yahoo | Harbor International Institutional | Dollars | 0.81 | 1987-12-29 | 2020-04-08 | NA | NA |
| VEU | yahoo | Vanguard FTSE All-Wld ex-US ETF | Dollars | 0.11 | 2007-03-08 | 2020-04-08 | NA | NA |
| BIL | yahoo | SPDR Blmbg Barclays 1-3 Mth T-Bill ETF | Dollars | 0.14 | 2007-05-30 | 2020-04-08 | NA | NA |
| IVOO | yahoo | Vanguard S&P Mid-Cap 400 ETF | Dollars | 0.15 | 2010-09-09 | 2020-04-08 | NA | NA |
| VO | yahoo | Vanguard Mid-Cap ETF | Dollars | 0.05 | 2004-01-30 | 2020-04-08 | NA | NA |
| CZA | yahoo | Invesco Zacks Mid-Cap ETF | Dollars | 0.15 | 2007-04-03 | 2020-04-08 | NA | NA |
| VYM | yahoo | Vanguard High Dividend Yield ETF | Dollars | 0.08 | 2006-11-16 | 2020-04-08 | NA | NA |
| ACWI | yahoo | iShares MSCI ACWI ETF | Dollars | 0.32 | 2008-03-28 | 2020-04-08 | NA | NA |
| SLY | yahoo | SPDR S&P 600 Small Cap | Dollars | -1.00 | 2005-11-15 | 2020-04-08 | NA | NA |
| QQQ | yahoo | Invesco QQQ Trust | Dollars | -1.00 | 1999-03-10 | 2020-04-08 | NA | NA |
| HYMB | yahoo | SPDR Nuveen S&P High Yield Municipal Bond ETF | Dollars | -1.00 | 2011-04-14 | 2020-04-08 | NA | NA |
| A053RC1Q027SBEA | FRED | National income: Corporate profits before tax (without IVA and CCAdj) | Billions of dollars | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CPROFIT | FRED | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) | Billions of dollars | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ISMMANPMI | QUANDL | Institute of Supply Managment PMI Composite Index | Index | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | FALSE |
| MULTPLSP500PERATIOMONTH | QUANDL | S&P 500 TTM P/E | Index | -1.00 | 1910-01-01 | 2020-04-01 | FALSE | FALSE |
| MULTPLSP500SALESQUARTER | QUANDL | S&P 500 TTM Sales (Not Inflation Adjusted) | Index | -1.00 | 2000-12-31 | 2019-09-30 | TRUE | TRUE |
| MULTPLSP500DIVYIELDMONTH | QUANDL | S&P 500 Dividend Yield by Month | Percentage | -1.00 | 1910-01-31 | 2020-04-01 | TRUE | TRUE |
| MULTPLSP500DIVMONTH | QUANDL | S&P 500 Dividend by Month (Inflation Adjusted) | 2018 Dollars | -1.00 | 1871-01-31 | 2020-03-31 | TRUE | TRUE |
| CHRISCMEHG1 | QUANDL | Copper Futures, Continuous Contract #1 (HG1) (Front Month) | Dollars/pound | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| WWDIWLDISAIRGOODMTK1 | QUANDL | Air transport, freight | million ton-km | -1.00 | 1871-01-01 | 1900-01-01 | TRUE | TRUE |
| FARMINCOME | USDA | Net Farm Income | Billions of Dollars | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| OPEARNINGSPERSHARE | SILVERBLATT | Operating Earnings per Share | Dollars | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| AREARNINGSPERSHARE | SILVERBLATT | As-Reported Earnings per Share | Dollars | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| CASHDIVIDENDSPERSHR | SILVERBLATT | Cash Dividends per Share | Dollars | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| FINRAMarginDebt | FINRA | Margin Debt | Dollars | -1.00 | 1959-01-31 | 2019-12-31 | TRUE | TRUE |
| FINRAFreeCreditMargin | FINRA | Free Credit Balances in Customers’ Securities Margin Accounts | Dollars | -1.00 | 1959-01-31 | 1900-01-01 | TRUE | FALSE |
| OCCEquityVolume | OCC | Equity Options Volume | Millions of Options/Day | -1.00 | 1973-12-31 | 2019-09-25 | TRUE | TRUE |
| OCCNonEquityVolume | OCC | Non-Equity Options Volume | Millions of Options/Day | -1.00 | 1973-12-31 | 2019-09-25 | TRUE | TRUE |
| RSALESAGG | Calc | Real Retail and Food Services Sales (RRSFS and RSALES) | Millions of Dollars | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA | Calc | Business Loans (Montlhy) SA - NSA | Percent | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA.by.GDP | Calc | Business Loans (Montlhy) SA - NSA divided by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| BUSLOANS.by.GDP | Calc | Business Loans Normalized by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| BUSLOANS.INTEREST | Calc | Business Loans (Monthly, SA) Adjusted Interest Burdens | Billions of U.S. Dollars | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| BUSLOANS.INTEREST.by.GDP | Calc | Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANSNSA.by.GDP | Calc | Business Loans Normalized by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| TOTCI.by.GDP | Calc | Business Loans (Weekly, SA) Normalized by GDP | Percent | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA.by.GDP | Calc | Business Loans (Weekly, NSA) Normalized by GDP | Percent | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA.INTEREST | Calc | Business Loans (Weekly, NSA) Adjusted Interest Burdens | Billions of U.S. Dollars | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTCINSA.INTEREST.by.GDP | Calc | Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| W875RX1.by.GDP | Calc | Real Personal Income Normalized by GDP | Percent | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| A065RC1A027NBEA.by.GDP | Calc | Personal Income (NSA) Normalized by GDP | Percent | -1.00 | 1947-01-01 | 2019-01-01 | TRUE | TRUE |
| PI.by.GDP | Calc | Personal Income (SA) Normalized by GDP | Percent | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| A053RC1Q027SBEA.by.GDP | Calc | National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CPROFIT.by.GDP | Calc | National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CONSUMERNSA.by.GDP | Calc | Consumer Loans Not Seasonally Adjusted divided by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| RREACBM027NBOG.by.GDP | Calc | Residental Real Estate Loans (Monthly, NSA) divided by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| RREACBM027SBOG.by.GDP | Calc | Residental Real Estate Loans (Monthly, SA) divided by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027SBOG.by.GDP | Calc | Residental Real Estate Loans (Weekly, SA) divided by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027NBOG.by.GDP | Calc | Residental Real Estate Loans (Weekly, NSA) divided by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.by.GDP | Calc | Home Mortgages (Quarterly, NSA) divided by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASHMA.INTEREST | Calc | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | Billions of U.S. Dollars | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| 317491-948457.by.GDP | Calc | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | NA | NA |
| CONSUMERNSA.INTEREST | Calc | Consumer Loans (Not Seasonally Adjusted) Interest Burdens | Billions of U.S. Dollars | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | FALSE |
| CONSUMERNSA.INTEREST.by.GDP | Calc | Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| TOTLNNSA | Calc | Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) | Billions of U.S. Dollars | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| TOTLNNSA.by.GDP | Calc | Total Loans Not Seasonally Adjusted divided by GDP | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| TOTLNNSA.INTEREST | Calc | Total Loans Not Seasonally Adjusted Interest Burdens | Billions of U.S. Dollars | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTLNNSA.INTEREST.by.GDP | Calc | Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| WRESBAL.by.GDP | Calc | Reserve Balances with Federal Reserve Banks Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| EXCSRESNW.by.GDP | Calc | Excess Reserves of Depository Institutions Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WLRRAL.by.GDP | Calc | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| SOFR99.minus.SOFR1 | Calc | Secured Overnight Financing Rate: 99th Percentile - 1st Percentile | PERCENT | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| EXPCH.minus.IMPCH | Calc | U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) | Billions of dollars | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| EXPMX.minus.IMPCH | Calc | U.S. Exports to Mexico (FAS Basis) - U.S. Imports to Mexico (Customs Basis) | Billions of dollars | -1.00 | 1985-01-01 | 2020-02-01 | NA | NA |
| SRPSABSNNCB.by.GDP | Calc | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASTLL.by.GDP | Calc | All sectors; total loans; liability, Level (NSA) Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.by.GDP | Calc | All sectors; farm mortgages; asset, Level (NSA) Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.by.ASTLL | Calc | All sectors; total loans Divided by farm mortgages | PERCENT | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.INTEREST | Calc | Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | Billions of U.S. Dollars | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASFMA.INTEREST.by.GDP | Calc | Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| FARMINCOME.by.GDP | Calc | Farm Income (Annual, NSA) Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WALCL.by.GDP | Calc | All Federal Reserve Banks: Total Assets Divided by GDP | PERCENT | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ECBASSETS.by.EUNNGDP | Calc | Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP | PERCENT | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | FALSE |
| DGS30TO10 | Calc | Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) | Percent | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS10TO1 | Calc | Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10TO2 | Calc | Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) | Percent | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| DGS10TOTB3MS | Calc | Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) | Percent | -1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| DGS10TODTB3 | Calc | Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10ByAAA | Calc | AAA ratio to 10 year treasury (AAA/DGS10) |
|
-1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| LNU03000000BYPOPTHM | Calc | Unemployment level (NSA) / Population | % | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| UNEMPLOYBYPOPTHM | Calc | Unemployment level, seasonally adjusted / Population | % | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| U6toU3 | Calc | U6RATE minums UNRATE | % | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| CHRISCMEHG1.by.PPIACO | Calc | Copper, $/lb, Normalized by commodities producer price index | $/lb/Index | -1.00 | 1959-07-01 | 2020-03-01 | FALSE | FALSE |
| CHRISCMEHG1.by.CPIAUCSL | Calc | Copper, $/lb, Normalized by consumer price index | $/lb/Index | -1.00 | 1959-07-01 | 2020-02-01 | FALSE | FALSE |
| DCOILBRENTEU.by.PPIACO | Calc | Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. | $/bbl/Index | -1.00 | 1987-05-20 | 2020-03-01 | FALSE | FALSE |
| DCOILWTICO.by.PPIACO | Calc | Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. | $/bbl/Index | -1.00 | 1986-01-02 | 2020-03-01 | FALSE | FALSE |
| GOLDAMGBD228NLBM.by.PPIACO | Calc | Gold, USD/Troy OUnce, Normalized by commodities producer price index | $/t oz/Index | -1.00 | 1968-04-01 | 2020-03-01 | FALSE | FALSE |
| GOLDAMGBD228NLBM.by.CPIAUCSL | Calc | Gold, USD/Troy OUnce, Normalized by consumer price index | $/t oz/Index | -1.00 | 1968-04-01 | 2020-02-01 | FALSE | FALSE |
| GDPBYPOPTHM | Calc | GDP/Population | $/person | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | FALSE |
| GDPBYCPIAUCSL | Calc | GDP divided by CPI | GDP/CPIAUCSL, Billions of Dollars | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| GDPBYCPIAUCSLBYPOPTHM | Calc | GDP divided by CPI/Population | $/Person | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | FALSE |
| GSPC.CloseBYMDY.Close | Calc | GSPC by MDY |
|
-1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| QQQ.CloseBYMDY.Close | Calc | QQQ by MDY |
|
-1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| GSPC.DailySwing | Calc | S&P 500 (^GSPC) Daily Swing: (High - Low) / Open |
|
-1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Open.by.GDPDEF | Calc | S&P 500 (^GSPC) Open divided by GDP deflator | Dollars | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GSPC.Close.by.GDPDEF | Calc | S&P 500 (^GSPC) Close divided by GDP deflator | Dollars | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| HNFSUSNSA.minus.HSN1FNSA | Calc | New One Family Houses Sold - New One Family Houses Sales | Thousands of Units | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | FALSE |
| CPIAUCSL_YoY | Calc | Consumer Price Index for All Urban Consumers: All Items Year over Year | Percent | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| CPIAUCSL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Consumer Price Index for All Urban Consumers: All Items | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| CPIAUCSL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Consumer Price Index for All Urban Consumers: All Items | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| CPIAUCSL_SmoothDer | Calc | Derivative of Smoothed Consumer Price Index for All Urban Consumers: All Items | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| CPIAUCSL_Log | Calc | Log of Consumer Price Index for All Urban Consumers: All Items | log() | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| CPIAUCSL_mva200 | Calc | Consumer Price Index for All Urban Consumers: All Items 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| CPIAUCSL_mva050 | Calc | Consumer Price Index for All Urban Consumers: All Items 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| USREC_YoY | Calc | NBER based Recession Indicators Year over Year | Percent | -1.00 | 1854-12-01 | 2020-03-01 | NA | NA |
| USREC_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators | /period | -1.00 | 1854-12-01 | 2020-03-01 | TRUE | TRUE |
| USREC_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators | /period | -1.00 | 1854-12-01 | 2020-03-01 | TRUE | TRUE |
| USREC_SmoothDer | Calc | Derivative of Smoothed NBER based Recession Indicators | /period | -1.00 | 1854-12-01 | 2020-03-01 | TRUE | TRUE |
| USREC_Log | Calc | Log of NBER based Recession Indicators | log() | -1.00 | 1854-12-01 | 2020-03-01 | TRUE | TRUE |
| USREC_mva200 | Calc | NBER based Recession Indicators 200 Day MA | 200 Day MA | -1.00 | 1854-12-01 | 2020-03-01 | TRUE | TRUE |
| USREC_mva050 | Calc | NBER based Recession Indicators 50 Day MA | 50 Day MA | -1.00 | 1854-12-01 | 2020-03-01 | TRUE | TRUE |
| UNRATE_YoY | Calc | Civilian Unemployment Rate U-3 Year over Year | Percent | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNRATE_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Civilian Unemployment Rate U-3 | /period | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNRATE_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Civilian Unemployment Rate U-3 | /period | -1.00 | 1948-01-01 | 2020-03-01 | FALSE | FALSE |
| UNRATE_SmoothDer | Calc | Derivative of Smoothed Civilian Unemployment Rate U-3 | /period | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNRATE_Log | Calc | Log of Civilian Unemployment Rate U-3 | log() | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNRATE_mva200 | Calc | Civilian Unemployment Rate U-3 200 Day MA | 200 Day MA | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNRATE_mva050 | Calc | Civilian Unemployment Rate U-3 50 Day MA | 50 Day MA | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| U6RATE_YoY | Calc | Total unemployed + margin + part-time U-6 Year over Year | Percent | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| U6RATE_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Total unemployed + margin + part-time U-6 | /period | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| U6RATE_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Total unemployed + margin + part-time U-6 | /period | -1.00 | 1994-01-01 | 2020-03-01 | FALSE | FALSE |
| U6RATE_SmoothDer | Calc | Derivative of Smoothed Total unemployed + margin + part-time U-6 | /period | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| U6RATE_Log | Calc | Log of Total unemployed + margin + part-time U-6 | log() | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| U6RATE_mva200 | Calc | Total unemployed + margin + part-time U-6 200 Day MA | 200 Day MA | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| U6RATE_mva050 | Calc | Total unemployed + margin + part-time U-6 50 Day MA | 50 Day MA | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| PAYNSA_YoY | Calc | All Employees: Total Nonfarm Payrolls (NSA) Year over Year | Percent | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| PAYNSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All Employees: Total Nonfarm Payrolls (NSA) | /period | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| PAYNSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All Employees: Total Nonfarm Payrolls (NSA) | /period | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| PAYNSA_SmoothDer | Calc | Derivative of Smoothed All Employees: Total Nonfarm Payrolls (NSA) | /period | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| PAYNSA_Log | Calc | Log of All Employees: Total Nonfarm Payrolls (NSA) | log() | -1.00 | 1939-01-01 | 2020-03-01 | TRUE | FALSE |
| PAYNSA_mva200 | Calc | All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA | 200 Day MA | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| PAYNSA_mva050 | Calc | All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA | 50 Day MA | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| TABSHNO_YoY | Calc | Households and nonprofit organizations; total assets, Level Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| TABSHNO_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; total assets, Level | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| TABSHNO_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Households and nonprofit organizations; total assets, Level | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| TABSHNO_SmoothDer | Calc | Derivative of Smoothed Households and nonprofit organizations; total assets, Level | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| TABSHNO_Log | Calc | Log of Households and nonprofit organizations; total assets, Level | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| TABSHNO_mva200 | Calc | Households and nonprofit organizations; total assets, Level 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| TABSHNO_mva050 | Calc | Households and nonprofit organizations; total assets, Level 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| HNONWPDPI_YoY | Calc | Household Net Worth, percent Dispsable Income Year over Year | Percent | -1.00 | 1946-10-01 | 2019-10-01 | FALSE | FALSE |
| HNONWPDPI_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Household Net Worth, percent Dispsable Income | /period | -1.00 | 1946-10-01 | 2019-10-01 | FALSE | FALSE |
| HNONWPDPI_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Household Net Worth, percent Dispsable Income | /period | -1.00 | 1946-10-01 | 2019-10-01 | FALSE | FALSE |
| HNONWPDPI_SmoothDer | Calc | Derivative of Smoothed Household Net Worth, percent Dispsable Income | /period | -1.00 | 1946-10-01 | 2019-10-01 | FALSE | FALSE |
| HNONWPDPI_Log | Calc | Log of Household Net Worth, percent Dispsable Income | log() | -1.00 | 1946-10-01 | 2019-10-01 | TRUE | TRUE |
| HNONWPDPI_mva200 | Calc | Household Net Worth, percent Dispsable Income 200 Day MA | 200 Day MA | -1.00 | 1946-10-01 | 2019-10-01 | TRUE | TRUE |
| HNONWPDPI_mva050 | Calc | Household Net Worth, percent Dispsable Income 50 Day MA | 50 Day MA | -1.00 | 1946-10-01 | 2019-10-01 | TRUE | TRUE |
| INDPRO_YoY | Calc | Industrial Production Index Year over Year | Percent | -1.00 | 1919-01-01 | 2020-02-01 | FALSE | FALSE |
| INDPRO_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Industrial Production Index | /period | -1.00 | 1919-01-01 | 2020-02-01 | TRUE | TRUE |
| INDPRO_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Industrial Production Index | /period | -1.00 | 1919-01-01 | 2020-02-01 | FALSE | FALSE |
| INDPRO_SmoothDer | Calc | Derivative of Smoothed Industrial Production Index | /period | -1.00 | 1919-01-01 | 2020-02-01 | FALSE | FALSE |
| INDPRO_Log | Calc | Log of Industrial Production Index | log() | -1.00 | 1919-01-01 | 2020-02-01 | TRUE | FALSE |
| INDPRO_mva200 | Calc | Industrial Production Index 200 Day MA | 200 Day MA | -1.00 | 1919-01-01 | 2020-02-01 | TRUE | TRUE |
| INDPRO_mva050 | Calc | Industrial Production Index 50 Day MA | 50 Day MA | -1.00 | 1919-01-01 | 2020-02-01 | TRUE | FALSE |
| RRSFS_YoY | Calc | Real Retail and Food Services Sales Year over Year | Percent | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RRSFS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Retail and Food Services Sales | /period | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RRSFS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Retail and Food Services Sales | /period | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RRSFS_SmoothDer | Calc | Derivative of Smoothed Real Retail and Food Services Sales | /period | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RRSFS_Log | Calc | Log of Real Retail and Food Services Sales | log() | -1.00 | 1992-01-01 | 2020-02-01 | TRUE | FALSE |
| RRSFS_mva200 | Calc | Real Retail and Food Services Sales 200 Day MA | 200 Day MA | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RRSFS_mva050 | Calc | Real Retail and Food Services Sales 50 Day MA | 50 Day MA | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RSALES_YoY | Calc | Real Retail Sales (DISCONTINUED) Year over Year | Percent | -1.00 | 1947-01-01 | 2001-04-01 | TRUE | TRUE |
| RSALES_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Retail Sales (DISCONTINUED) | /period | -1.00 | 1947-01-01 | 2001-04-01 | FALSE | FALSE |
| RSALES_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Retail Sales (DISCONTINUED) | /period | -1.00 | 1947-01-01 | 2001-04-01 | FALSE | FALSE |
| RSALES_SmoothDer | Calc | Derivative of Smoothed Real Retail Sales (DISCONTINUED) | /period | -1.00 | 1947-01-01 | 2001-04-01 | FALSE | FALSE |
| RSALES_Log | Calc | Log of Real Retail Sales (DISCONTINUED) | log() | -1.00 | 1947-01-01 | 2001-04-01 | TRUE | TRUE |
| RSALES_mva200 | Calc | Real Retail Sales (DISCONTINUED) 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2001-04-01 | TRUE | TRUE |
| RSALES_mva050 | Calc | Real Retail Sales (DISCONTINUED) 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2001-04-01 | TRUE | TRUE |
| W875RX1_YoY | Calc | Real personal income excluding current transfer receipts Year over Year | Percent | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| W875RX1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real personal income excluding current transfer receipts | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| W875RX1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real personal income excluding current transfer receipts | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| W875RX1_SmoothDer | Calc | Derivative of Smoothed Real personal income excluding current transfer receipts | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| W875RX1_Log | Calc | Log of Real personal income excluding current transfer receipts | log() | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| W875RX1_mva200 | Calc | Real personal income excluding current transfer receipts 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| W875RX1_mva050 | Calc | Real personal income excluding current transfer receipts 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| RPI_YoY | Calc | Real personal income Year over Year | Percent | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| RPI_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real personal income | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| RPI_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real personal income | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| RPI_SmoothDer | Calc | Derivative of Smoothed Real personal income | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| RPI_Log | Calc | Log of Real personal income | log() | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| RPI_mva200 | Calc | Real personal income 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| RPI_mva050 | Calc | Real personal income 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PCOPPUSDM_YoY | Calc | Global price of Copper Year over Year | Percent | -1.00 | 1990-01-01 | 2020-03-01 | TRUE | FALSE |
| PCOPPUSDM_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Global price of Copper | /period | -1.00 | 1990-01-01 | 2020-03-01 | FALSE | FALSE |
| PCOPPUSDM_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Global price of Copper | /period | -1.00 | 1990-01-01 | 2020-03-01 | FALSE | FALSE |
| PCOPPUSDM_SmoothDer | Calc | Derivative of Smoothed Global price of Copper | /period | -1.00 | 1990-01-01 | 2020-03-01 | FALSE | FALSE |
| PCOPPUSDM_Log | Calc | Log of Global price of Copper | log() | -1.00 | 1990-01-01 | 2020-03-01 | TRUE | FALSE |
| PCOPPUSDM_mva200 | Calc | Global price of Copper 200 Day MA | 200 Day MA | -1.00 | 1990-01-01 | 2020-03-01 | FALSE | FALSE |
| PCOPPUSDM_mva050 | Calc | Global price of Copper 50 Day MA | 50 Day MA | -1.00 | 1990-01-01 | 2020-03-01 | FALSE | FALSE |
| NOBL.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Open_Log | Calc | Log of | log() | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.High_YoY | Calc | Year over Year | Percent | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.High_Log | Calc | Log of | log() | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Low_Log | Calc | Log of | log() | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2013-10-10 | 2020-04-08 | TRUE | FALSE |
| NOBL.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Close_Log | Calc | Log of | log() | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2013-10-10 | 2020-04-08 | TRUE | TRUE |
| NOBL.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2013-10-10 | 2020-04-08 | TRUE | TRUE |
| NOBL.Volume_Log | Calc | Log of | log() | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | TRUE | TRUE |
| NOBL.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | TRUE | TRUE |
| NOBL.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2013-10-10 | 2020-04-08 | TRUE | FALSE |
| NOBL.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Adjusted_Log | Calc | Log of | log() | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| NOBL.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2013-10-10 | 2020-04-08 | FALSE | FALSE |
| IMPCH_YoY | Calc | U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) Year over Year | Percent | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| IMPCH_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| IMPCH_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| IMPCH_SmoothDer | Calc | Derivative of Smoothed U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| IMPCH_Log | Calc | Log of U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) | log() | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| IMPCH_mva200 | Calc | U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| IMPCH_mva050 | Calc | U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPCH_YoY | Calc | U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) Year over Year | Percent | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPCH_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPCH_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPCH_SmoothDer | Calc | Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPCH_Log | Calc | Log of U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) | log() | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| EXPCH_mva200 | Calc | U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPCH_mva050 | Calc | U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| IMPMX_YoY | Calc | U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) Year over Year | Percent | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| IMPMX_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| IMPMX_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| IMPMX_SmoothDer | Calc | Derivative of Smoothed U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| IMPMX_Log | Calc | Log of U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) | log() | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| IMPMX_mva200 | Calc | U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| IMPMX_mva050 | Calc | U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| EXPMX_YoY | Calc | U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) Year over Year | Percent | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPMX_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPMX_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPMX_SmoothDer | Calc | Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) | /period | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| EXPMX_Log | Calc | Log of U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) | log() | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| EXPMX_mva200 | Calc | U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPMX_mva050 | Calc | U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| HSN1FNSA_YoY | Calc | New One Family Houses Sold: United States (Monthly, NSA) Year over Year | Percent | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | FALSE |
| HSN1FNSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold: United States (Monthly, NSA) | /period | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | TRUE |
| HSN1FNSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) New One Family Houses Sold: United States (Monthly, NSA) | /period | -1.00 | 1963-01-01 | 2020-02-01 | FALSE | FALSE |
| HSN1FNSA_SmoothDer | Calc | Derivative of Smoothed New One Family Houses Sold: United States (Monthly, NSA) | /period | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | TRUE |
| HSN1FNSA_Log | Calc | Log of New One Family Houses Sold: United States (Monthly, NSA) | log() | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | TRUE |
| HSN1FNSA_mva200 | Calc | New One Family Houses Sold: United States (Monthly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | TRUE |
| HSN1FNSA_mva050 | Calc | New One Family Houses Sold: United States (Monthly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | TRUE |
| HNFSUSNSA_YoY | Calc | New One Family Houses for Sale in the United States (Monthly, NSA) Year over Year | Percent | -1.00 | 1963-01-01 | 2020-02-01 | FALSE | FALSE |
| HNFSUSNSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses for Sale in the United States (Monthly, NSA) | /period | -1.00 | 1963-01-01 | 2020-02-01 | FALSE | FALSE |
| HNFSUSNSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) New One Family Houses for Sale in the United States (Monthly, NSA) | /period | -1.00 | 1963-01-01 | 2020-02-01 | FALSE | FALSE |
| HNFSUSNSA_SmoothDer | Calc | Derivative of Smoothed New One Family Houses for Sale in the United States (Monthly, NSA) | /period | -1.00 | 1963-01-01 | 2020-02-01 | FALSE | FALSE |
| HNFSUSNSA_Log | Calc | Log of New One Family Houses for Sale in the United States (Monthly, NSA) | log() | -1.00 | 1963-01-01 | 2020-02-01 | TRUE | FALSE |
| HNFSUSNSA_mva200 | Calc | New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1963-01-01 | 2020-02-01 | FALSE | FALSE |
| HNFSUSNSA_mva050 | Calc | New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1963-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANS_YoY | Calc | Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) Year over Year | Percent | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| BUSLOANS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANS_SmoothDer | Calc | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| BUSLOANS_Log | Calc | Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) | log() | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| BUSLOANS_mva200 | Calc | Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANS_mva050 | Calc | Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| TOTCI_YoY | Calc | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) Year over Year | Percent | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCI_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCI_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | FALSE | FALSE |
| TOTCI_SmoothDer | Calc | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCI_Log | Calc | Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) | log() | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCI_mva200 | Calc | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA | 200 Day MA | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCI_mva050 | Calc | Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA | 50 Day MA | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| BUSLOANSNSA_YoY | Calc | Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) Year over Year | Percent | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANSNSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| BUSLOANSNSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANSNSA_SmoothDer | Calc | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| BUSLOANSNSA_Log | Calc | Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) | log() | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| BUSLOANSNSA_mva200 | Calc | Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| BUSLOANSNSA_mva050 | Calc | Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| REALLNNSA_YoY | Calc | Real Estate Loans, All Commercial Banks (Monthly, NSA) Year over Year | Percent | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| REALLNNSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, NSA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| REALLNNSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans, All Commercial Banks (Monthly, NSA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| REALLNNSA_SmoothDer | Calc | Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, NSA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| REALLNNSA_Log | Calc | Log of Real Estate Loans, All Commercial Banks (Monthly, NSA) | log() | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| REALLNNSA_mva200 | Calc | Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| REALLNNSA_mva050 | Calc | Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| REALLN_YoY | Calc | Real Estate Loans, All Commercial Banks (Monthly, SA) Year over Year | Percent | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| REALLN_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| REALLN_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans, All Commercial Banks (Monthly, SA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| REALLN_SmoothDer | Calc | Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, SA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| REALLN_Log | Calc | Log of Real Estate Loans, All Commercial Banks (Monthly, SA) | log() | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| REALLN_mva200 | Calc | Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| REALLN_mva050 | Calc | Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| RELACBW027NBOG_YoY | Calc | Real Estate Loans, All Commercial Banks (Weekly, NSA) Year over Year | Percent | -1.00 | 1973-01-03 | 2020-03-25 | FALSE | FALSE |
| RELACBW027NBOG_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RELACBW027NBOG_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans, All Commercial Banks (Weekly, NSA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | FALSE | FALSE |
| RELACBW027NBOG_SmoothDer | Calc | Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, NSA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | FALSE | FALSE |
| RELACBW027NBOG_Log | Calc | Log of Real Estate Loans, All Commercial Banks (Weekly, NSA) | log() | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RELACBW027NBOG_mva200 | Calc | Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RELACBW027NBOG_mva050 | Calc | Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RELACBW027SBOG_YoY | Calc | Real Estate Loans, All Commercial Banks (Weekly, SA) Year over Year | Percent | -1.00 | 1973-01-03 | 2020-03-25 | FALSE | FALSE |
| RELACBW027SBOG_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RELACBW027SBOG_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans, All Commercial Banks (Weekly, SA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | FALSE | FALSE |
| RELACBW027SBOG_SmoothDer | Calc | Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RELACBW027SBOG_Log | Calc | Log of Real Estate Loans, All Commercial Banks (Weekly, SA) | log() | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RELACBW027SBOG_mva200 | Calc | Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA | 200 Day MA | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RELACBW027SBOG_mva050 | Calc | Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA | 50 Day MA | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| RREACBM027NBOG_YoY | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) Year over Year | Percent | -1.00 | 2004-06-01 | 2020-02-01 | FALSE | FALSE |
| RREACBM027NBOG_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) | /period | -1.00 | 2004-06-01 | 2020-02-01 | FALSE | FALSE |
| RREACBM027NBOG_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) | /period | -1.00 | 2004-06-01 | 2020-02-01 | FALSE | FALSE |
| RREACBM027NBOG_SmoothDer | Calc | Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) | /period | -1.00 | 2004-06-01 | 2020-02-01 | FALSE | FALSE |
| RREACBM027NBOG_Log | Calc | Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) | log() | -1.00 | 2004-06-01 | 2020-02-01 | TRUE | FALSE |
| RREACBM027NBOG_mva200 | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA | 200 Day MA | -1.00 | 2004-06-01 | 2020-02-01 | TRUE | TRUE |
| RREACBM027NBOG_mva050 | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA | 50 Day MA | -1.00 | 2004-06-01 | 2020-02-01 | FALSE | FALSE |
| RREACBM027SBOG_YoY | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) Year over Year | Percent | -1.00 | 2004-06-01 | 2020-02-01 | FALSE | FALSE |
| RREACBM027SBOG_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) | /period | -1.00 | 2004-06-01 | 2020-02-01 | FALSE | FALSE |
| RREACBM027SBOG_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) | /period | -1.00 | 2004-06-01 | 2020-02-01 | FALSE | FALSE |
| RREACBM027SBOG_SmoothDer | Calc | Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) | /period | -1.00 | 2004-06-01 | 2020-02-01 | FALSE | FALSE |
| RREACBM027SBOG_Log | Calc | Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) | log() | -1.00 | 2004-06-01 | 2020-02-01 | TRUE | TRUE |
| RREACBM027SBOG_mva200 | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA | 200 Day MA | -1.00 | 2004-06-01 | 2020-02-01 | TRUE | TRUE |
| RREACBM027SBOG_mva050 | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA | 50 Day MA | -1.00 | 2004-06-01 | 2020-02-01 | TRUE | TRUE |
| RREACBW027SBOG_YoY | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) Year over Year | Percent | -1.00 | 2004-06-02 | 2020-03-25 | TRUE | FALSE |
| RREACBW027SBOG_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) | /period | -1.00 | 2004-06-02 | 2020-03-25 | TRUE | TRUE |
| RREACBW027SBOG_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) | /period | -1.00 | 2004-06-02 | 2020-03-25 | FALSE | FALSE |
| RREACBW027SBOG_SmoothDer | Calc | Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) | /period | -1.00 | 2004-06-02 | 2020-03-25 | TRUE | TRUE |
| RREACBW027SBOG_Log | Calc | Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) | log() | -1.00 | 2004-06-02 | 2020-03-25 | TRUE | TRUE |
| RREACBW027SBOG_mva200 | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA | 200 Day MA | -1.00 | 2004-06-02 | 2020-03-25 | TRUE | TRUE |
| RREACBW027SBOG_mva050 | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA | 50 Day MA | -1.00 | 2004-06-02 | 2020-03-25 | TRUE | TRUE |
| RREACBW027NBOG_YoY | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) Year over Year | Percent | -1.00 | 2004-06-02 | 2020-03-25 | FALSE | FALSE |
| RREACBW027NBOG_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) | /period | -1.00 | 2004-06-02 | 2020-03-25 | FALSE | FALSE |
| RREACBW027NBOG_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) | /period | -1.00 | 2004-06-02 | 2020-03-25 | FALSE | FALSE |
| RREACBW027NBOG_SmoothDer | Calc | Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) | /period | -1.00 | 2004-06-02 | 2020-03-25 | FALSE | FALSE |
| RREACBW027NBOG_Log | Calc | Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) | log() | -1.00 | 2004-06-02 | 2020-03-25 | FALSE | FALSE |
| RREACBW027NBOG_mva200 | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA | 200 Day MA | -1.00 | 2004-06-02 | 2020-03-25 | TRUE | TRUE |
| RREACBW027NBOG_mva050 | Calc | Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA | 50 Day MA | -1.00 | 2004-06-02 | 2020-03-25 | TRUE | FALSE |
| MORTGAGE30US_YoY | Calc | 30-Year Fixed Rate Mortgage Average in the United States Year over Year | Percent | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| MORTGAGE30US_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) 30-Year Fixed Rate Mortgage Average in the United States | /period | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| MORTGAGE30US_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) 30-Year Fixed Rate Mortgage Average in the United States | /period | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| MORTGAGE30US_SmoothDer | Calc | Derivative of Smoothed 30-Year Fixed Rate Mortgage Average in the United States | /period | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| MORTGAGE30US_Log | Calc | Log of 30-Year Fixed Rate Mortgage Average in the United States | log() | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| MORTGAGE30US_mva200 | Calc | 30-Year Fixed Rate Mortgage Average in the United States 200 Day MA | 200 Day MA | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| MORTGAGE30US_mva050 | Calc | 30-Year Fixed Rate Mortgage Average in the United States 50 Day MA | 50 Day MA | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| CONSUMERNSA_YoY | Calc | Consumer Loans, All Commercial Banks Year over Year | Percent | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| CONSUMERNSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans, All Commercial Banks | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| CONSUMERNSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Consumer Loans, All Commercial Banks | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| CONSUMERNSA_SmoothDer | Calc | Derivative of Smoothed Consumer Loans, All Commercial Banks | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| CONSUMERNSA_Log | Calc | Log of Consumer Loans, All Commercial Banks | log() | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| CONSUMERNSA_mva200 | Calc | Consumer Loans, All Commercial Banks 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| CONSUMERNSA_mva050 | Calc | Consumer Loans, All Commercial Banks 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| DRCLACBS_YoY | Calc | Delinquency Rate on Consumer Loans, All Commercial Banks, SA Year over Year | Percent | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | FALSE |
| DRCLACBS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Delinquency Rate on Consumer Loans, All Commercial Banks, SA | /period | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| DRCLACBS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Delinquency Rate on Consumer Loans, All Commercial Banks, SA | /period | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| DRCLACBS_SmoothDer | Calc | Derivative of Smoothed Delinquency Rate on Consumer Loans, All Commercial Banks, SA | /period | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| DRCLACBS_Log | Calc | Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA | log() | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| DRCLACBS_mva200 | Calc | Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA | 200 Day MA | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| DRCLACBS_mva050 | Calc | Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA | 50 Day MA | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA_YoY | Calc | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) Year over Year | Percent | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCINSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCINSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | FALSE | FALSE |
| TOTCINSA_SmoothDer | Calc | Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) | /period | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCINSA_Log | Calc | Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) | log() | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCINSA_mva200 | Calc | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA | 200 Day MA | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| TOTCINSA_mva050 | Calc | Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA | 50 Day MA | -1.00 | 1973-01-03 | 2020-03-25 | TRUE | TRUE |
| SRPSABSNNCB_YoY | Calc | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| SRPSABSNNCB_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| SRPSABSNNCB_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| SRPSABSNNCB_SmoothDer | Calc | Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| SRPSABSNNCB_Log | Calc | Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| SRPSABSNNCB_mva200 | Calc | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| SRPSABSNNCB_mva050 | Calc | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | FALSE |
| ASTLL_YoY | Calc | All sectors; total loans; liability, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASTLL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASTLL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; total loans; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASTLL_SmoothDer | Calc | Derivative of Smoothed All sectors; total loans; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASTLL_Log | Calc | Log of All sectors; total loans; liability, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASTLL_mva200 | Calc | All sectors; total loans; liability, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASTLL_mva050 | Calc | All sectors; total loans; liability, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBDILNECA_YoY | Calc | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBDILNECA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBDILNECA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBDILNECA_SmoothDer | Calc | Derivative of Smoothed Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBDILNECA_Log | Calc | Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBDILNECA_mva200 | Calc | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBDILNECA_mva050 | Calc | Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASOLAL_YoY | Calc | All sectors; other loans and advances; liability, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | FALSE |
| ASOLAL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; other loans and advances; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASOLAL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; other loans and advances; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASOLAL_SmoothDer | Calc | Derivative of Smoothed All sectors; other loans and advances; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASOLAL_Log | Calc | Log of All sectors; other loans and advances; liability, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASOLAL_mva200 | Calc | All sectors; other loans and advances; liability, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | FALSE |
| ASOLAL_mva050 | Calc | All sectors; other loans and advances; liability, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASTMA_YoY | Calc | All sectors; total mortgages; asset, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASTMA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; total mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASTMA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; total mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASTMA_SmoothDer | Calc | Derivative of Smoothed All sectors; total mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASTMA_Log | Calc | Log of All sectors; total mortgages; asset, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASTMA_mva200 | Calc | All sectors; total mortgages; asset, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASTMA_mva050 | Calc | All sectors; total mortgages; asset, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASHMA_YoY | Calc | All sectors; home mortgages; asset, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; home mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; home mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA_SmoothDer | Calc | Derivative of Smoothed All sectors; home mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA_Log | Calc | Log of All sectors; home mortgages; asset, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASHMA_mva200 | Calc | All sectors; home mortgages; asset, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASHMA_mva050 | Calc | All sectors; home mortgages; asset, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASMRMA_YoY | Calc | All sectors; multifamily residential mortgages; asset, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASMRMA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; multifamily residential mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASMRMA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; multifamily residential mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASMRMA_SmoothDer | Calc | Derivative of Smoothed All sectors; multifamily residential mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASMRMA_Log | Calc | Log of All sectors; multifamily residential mortgages; asset, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASMRMA_mva200 | Calc | All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASMRMA_mva050 | Calc | All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASCMA_YoY | Calc | All sectors; commercial mortgages; asset, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASCMA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; commercial mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASCMA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; commercial mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASCMA_SmoothDer | Calc | Derivative of Smoothed All sectors; commercial mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASCMA_Log | Calc | Log of All sectors; commercial mortgages; asset, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASCMA_mva200 | Calc | All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASCMA_mva050 | Calc | All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA_YoY | Calc | All sectors; farm mortgages; asset, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; farm mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; farm mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA_SmoothDer | Calc | Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA_Log | Calc | Log of All sectors; farm mortgages; asset, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA_mva200 | Calc | All sectors; farm mortgages; asset, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA_mva050 | Calc | All sectors; farm mortgages; asset, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| CCLBSHNO_YoY | Calc | Households and nonprofit organizations; consumer credit; liability, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| CCLBSHNO_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; consumer credit; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| CCLBSHNO_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Households and nonprofit organizations; consumer credit; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| CCLBSHNO_SmoothDer | Calc | Derivative of Smoothed Households and nonprofit organizations; consumer credit; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| CCLBSHNO_Log | Calc | Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| CCLBSHNO_mva200 | Calc | Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| CCLBSHNO_mva050 | Calc | Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBDSILQ027S_YoY | Calc | Domestic financial sectors debt securities; liability, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBDSILQ027S_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors debt securities; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBDSILQ027S_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Domestic financial sectors debt securities; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBDSILQ027S_SmoothDer | Calc | Derivative of Smoothed Domestic financial sectors debt securities; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBDSILQ027S_Log | Calc | Log of Domestic financial sectors debt securities; liability, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBDSILQ027S_mva200 | Calc | Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBDSILQ027S_mva050 | Calc | Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBLL_YoY | Calc | Domestic financial sectors loans; liability, Level (NSA) Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBLL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors loans; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBLL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Domestic financial sectors loans; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBLL_SmoothDer | Calc | Derivative of Smoothed Domestic financial sectors loans; liability, Level (NSA) | /period | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBLL_Log | Calc | Log of Domestic financial sectors loans; liability, Level (NSA) | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| FBLL_mva200 | Calc | Domestic financial sectors loans; liability, Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| FBLL_mva050 | Calc | Domestic financial sectors loans; liability, Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | FALSE |
| NCBDBIQ027S_YoY | Calc | Nonfinancial corporate business; debt securities; liability, Level Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| NCBDBIQ027S_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; debt securities; liability, Level | /period | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| NCBDBIQ027S_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Nonfinancial corporate business; debt securities; liability, Level | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| NCBDBIQ027S_SmoothDer | Calc | Derivative of Smoothed Nonfinancial corporate business; debt securities; liability, Level | /period | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| NCBDBIQ027S_Log | Calc | Log of Nonfinancial corporate business; debt securities; liability, Level | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| NCBDBIQ027S_mva200 | Calc | Nonfinancial corporate business; debt securities; liability, Level 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| NCBDBIQ027S_mva050 | Calc | Nonfinancial corporate business; debt securities; liability, Level 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | FALSE |
| DGS10_YoY | Calc | 10-Year Treasury Constant Maturity Rate Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) 10-Year Treasury Constant Maturity Rate | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10_SmoothDer | Calc | Derivative of Smoothed 10-Year Treasury Constant Maturity Rate | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10_Log | Calc | Log of 10-Year Treasury Constant Maturity Rate | log() | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10_mva200 | Calc | 10-Year Treasury Constant Maturity Rate 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10_mva050 | Calc | 10-Year Treasury Constant Maturity Rate 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TNX.Open_YoY | Calc | Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Open_Log | Calc | Log of | log() | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.High_YoY | Calc | Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.High_Log | Calc | Log of | log() | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Low_YoY | Calc | Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Low_Log | Calc | Log of | log() | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Close_YoY | Calc | Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Close_Log | Calc | Log of | log() | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-08 | NA | NA |
| TNX.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1962-01-02 | 2020-04-08 | TRUE | TRUE |
| TNX.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1962-01-02 | 2020-04-08 | TRUE | TRUE |
| TNX.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1962-01-02 | 2020-04-08 | TRUE | TRUE |
| TNX.Volume_Log | Calc | Log of | log() | -1.00 | 1962-01-02 | 2020-04-08 | TRUE | TRUE |
| TNX.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | TRUE | TRUE |
| TNX.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | TRUE | TRUE |
| TNX.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Adjusted_Log | Calc | Log of | log() | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| TNX.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-08 | FALSE | FALSE |
| DGS30_YoY | Calc | 10-Year Treasury Constant Maturity Rate Year over Year | Percent | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS30_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate | /period | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS30_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) 10-Year Treasury Constant Maturity Rate | /period | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS30_SmoothDer | Calc | Derivative of Smoothed 10-Year Treasury Constant Maturity Rate | /period | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS30_Log | Calc | Log of 10-Year Treasury Constant Maturity Rate | log() | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS30_mva200 | Calc | 10-Year Treasury Constant Maturity Rate 200 Day MA | 200 Day MA | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS30_mva050 | Calc | 10-Year Treasury Constant Maturity Rate 50 Day MA | 50 Day MA | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS1_YoY | Calc | 1-Year Treasury Constant Maturity Rate Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) 1-Year Treasury Constant Maturity Rate | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) 1-Year Treasury Constant Maturity Rate | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS1_SmoothDer | Calc | Derivative of Smoothed 1-Year Treasury Constant Maturity Rate | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS1_Log | Calc | Log of 1-Year Treasury Constant Maturity Rate | log() | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS1_mva200 | Calc | 1-Year Treasury Constant Maturity Rate 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS1_mva050 | Calc | 1-Year Treasury Constant Maturity Rate 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS2_YoY | Calc | 2-Year Treasury Constant Maturity Rate Year over Year | Percent | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| DGS2_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) 2-Year Treasury Constant Maturity Rate | /period | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| DGS2_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) 2-Year Treasury Constant Maturity Rate | /period | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| DGS2_SmoothDer | Calc | Derivative of Smoothed 2-Year Treasury Constant Maturity Rate | /period | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| DGS2_Log | Calc | Log of 2-Year Treasury Constant Maturity Rate | log() | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| DGS2_mva200 | Calc | 2-Year Treasury Constant Maturity Rate 200 Day MA | 200 Day MA | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| DGS2_mva050 | Calc | 2-Year Treasury Constant Maturity Rate 50 Day MA | 50 Day MA | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| TB3MS_YoY | Calc | 3-Month Treasury Bill: Secondary Market Rate (Monthly) Year over Year | Percent | -1.00 | 1934-01-01 | 2020-03-01 | TRUE | FALSE |
| TB3MS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Monthly) | /period | -1.00 | 1934-01-01 | 2020-03-01 | FALSE | FALSE |
| TB3MS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) 3-Month Treasury Bill: Secondary Market Rate (Monthly) | /period | -1.00 | 1934-01-01 | 2020-03-01 | FALSE | FALSE |
| TB3MS_SmoothDer | Calc | Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Monthly) | /period | -1.00 | 1934-01-01 | 2020-03-01 | FALSE | FALSE |
| TB3MS_Log | Calc | Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly) | log() | -1.00 | 1934-01-01 | 2020-03-01 | TRUE | FALSE |
| TB3MS_mva200 | Calc | 3-Month Treasury Bill: Secondary Market Rate (Monthly) 200 Day MA | 200 Day MA | -1.00 | 1934-01-01 | 2020-03-01 | FALSE | FALSE |
| TB3MS_mva050 | Calc | 3-Month Treasury Bill: Secondary Market Rate (Monthly) 50 Day MA | 50 Day MA | -1.00 | 1934-01-01 | 2020-03-01 | FALSE | FALSE |
| DTB3_YoY | Calc | 3-Month Treasury Bill: Secondary Market Rate (Daily) Year over Year | Percent | -1.00 | 1954-01-04 | 2020-04-07 | FALSE | FALSE |
| DTB3_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily) | /period | -1.00 | 1954-01-04 | 2020-04-07 | FALSE | FALSE |
| DTB3_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) 3-Month Treasury Bill: Secondary Market Rate (Daily) | /period | -1.00 | 1954-01-04 | 2020-04-07 | FALSE | FALSE |
| DTB3_SmoothDer | Calc | Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily) | /period | -1.00 | 1954-01-04 | 2020-04-07 | FALSE | FALSE |
| DTB3_Log | Calc | Log of 3-Month Treasury Bill: Secondary Market Rate (Daily) | log() | -1.00 | 1954-01-04 | 2020-04-07 | TRUE | TRUE |
| DTB3_mva200 | Calc | 3-Month Treasury Bill: Secondary Market Rate (Daily) 200 Day MA | 200 Day MA | -1.00 | 1954-01-04 | 2020-04-07 | FALSE | FALSE |
| DTB3_mva050 | Calc | 3-Month Treasury Bill: Secondary Market Rate (Daily) 50 Day MA | 50 Day MA | -1.00 | 1954-01-04 | 2020-04-07 | FALSE | FALSE |
| IRX.Open_YoY | Calc | Year over Year | Percent | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Open_Log | Calc | Log of | log() | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.High_YoY | Calc | Year over Year | Percent | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.High_Log | Calc | Log of | log() | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Low_YoY | Calc | Year over Year | Percent | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Low_Log | Calc | Log of | log() | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Close_YoY | Calc | Year over Year | Percent | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Close_Log | Calc | Log of | log() | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 1960-01-04 | 2020-04-08 | NA | NA |
| IRX.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Volume_Log | Calc | Log of | log() | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Adjusted_Log | Calc | Log of | log() | -1.00 | 1960-01-04 | 2020-04-08 | TRUE | TRUE |
| IRX.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| IRX.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1960-01-04 | 2020-04-08 | FALSE | FALSE |
| DCOILWTICO_YoY | Calc | Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma Year over Year | Percent | -1.00 | 1986-01-02 | 2020-04-06 | FALSE | FALSE |
| DCOILWTICO_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma | /period | -1.00 | 1986-01-02 | 2020-04-06 | FALSE | FALSE |
| DCOILWTICO_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma | /period | -1.00 | 1986-01-02 | 2020-04-06 | FALSE | FALSE |
| DCOILWTICO_SmoothDer | Calc | Derivative of Smoothed Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma | /period | -1.00 | 1986-01-02 | 2020-04-06 | FALSE | FALSE |
| DCOILWTICO_Log | Calc | Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma | log() | -1.00 | 1986-01-02 | 2020-04-06 | FALSE | FALSE |
| DCOILWTICO_mva200 | Calc | Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 200 Day MA | 200 Day MA | -1.00 | 1986-01-02 | 2020-04-06 | FALSE | FALSE |
| DCOILWTICO_mva050 | Calc | Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 50 Day MA | 50 Day MA | -1.00 | 1986-01-02 | 2020-04-06 | FALSE | FALSE |
| DCOILBRENTEU_YoY | Calc | Crude Oil Prices: Brent - Europe Year over Year | Percent | -1.00 | 1987-05-20 | 2020-04-06 | FALSE | FALSE |
| DCOILBRENTEU_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Crude Oil Prices: Brent - Europe | /period | -1.00 | 1987-05-20 | 2020-04-06 | FALSE | FALSE |
| DCOILBRENTEU_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Crude Oil Prices: Brent - Europe | /period | -1.00 | 1987-05-20 | 2020-04-06 | FALSE | FALSE |
| DCOILBRENTEU_SmoothDer | Calc | Derivative of Smoothed Crude Oil Prices: Brent - Europe | /period | -1.00 | 1987-05-20 | 2020-04-06 | FALSE | FALSE |
| DCOILBRENTEU_Log | Calc | Log of Crude Oil Prices: Brent - Europe | log() | -1.00 | 1987-05-20 | 2020-04-06 | FALSE | FALSE |
| DCOILBRENTEU_mva200 | Calc | Crude Oil Prices: Brent - Europe 200 Day MA | 200 Day MA | -1.00 | 1987-05-20 | 2020-04-06 | FALSE | FALSE |
| DCOILBRENTEU_mva050 | Calc | Crude Oil Prices: Brent - Europe 50 Day MA | 50 Day MA | -1.00 | 1987-05-20 | 2020-04-06 | FALSE | FALSE |
| NEWORDER_YoY | Calc | Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft Year over Year | Percent | -1.00 | 1992-02-01 | 2020-02-01 | FALSE | FALSE |
| NEWORDER_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft | /period | -1.00 | 1992-02-01 | 2020-02-01 | FALSE | FALSE |
| NEWORDER_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft | /period | -1.00 | 1992-02-01 | 2020-02-01 | FALSE | FALSE |
| NEWORDER_SmoothDer | Calc | Derivative of Smoothed Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft | /period | -1.00 | 1992-02-01 | 2020-02-01 | TRUE | TRUE |
| NEWORDER_Log | Calc | Log of Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft | log() | -1.00 | 1992-02-01 | 2020-02-01 | TRUE | FALSE |
| NEWORDER_mva200 | Calc | Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA | 200 Day MA | -1.00 | 1992-02-01 | 2020-02-01 | FALSE | FALSE |
| NEWORDER_mva050 | Calc | Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA | 50 Day MA | -1.00 | 1992-02-01 | 2020-02-01 | FALSE | FALSE |
| ALTSALES_YoY | Calc | Light Weight Vehicle Sales: Autos and Light Trucks Year over Year | Percent | -1.00 | 1976-01-01 | 2020-03-01 | FALSE | FALSE |
| ALTSALES_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Light Weight Vehicle Sales: Autos and Light Trucks | /period | -1.00 | 1976-01-01 | 2020-03-01 | FALSE | FALSE |
| ALTSALES_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Light Weight Vehicle Sales: Autos and Light Trucks | /period | -1.00 | 1976-01-01 | 2020-03-01 | FALSE | FALSE |
| ALTSALES_SmoothDer | Calc | Derivative of Smoothed Light Weight Vehicle Sales: Autos and Light Trucks | /period | -1.00 | 1976-01-01 | 2020-03-01 | FALSE | FALSE |
| ALTSALES_Log | Calc | Log of Light Weight Vehicle Sales: Autos and Light Trucks | log() | -1.00 | 1976-01-01 | 2020-03-01 | TRUE | FALSE |
| ALTSALES_mva200 | Calc | Light Weight Vehicle Sales: Autos and Light Trucks 200 Day MA | 200 Day MA | -1.00 | 1976-01-01 | 2020-03-01 | FALSE | FALSE |
| ALTSALES_mva050 | Calc | Light Weight Vehicle Sales: Autos and Light Trucks 50 Day MA | 50 Day MA | -1.00 | 1976-01-01 | 2020-03-01 | FALSE | FALSE |
| ICSA_YoY | Calc | Initial Jobless Claims Year over Year | Percent | -1.00 | 1967-01-07 | 2020-04-04 | TRUE | TRUE |
| ICSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Initial Jobless Claims | /period | -1.00 | 1967-01-07 | 2020-04-04 | TRUE | TRUE |
| ICSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Initial Jobless Claims | /period | -1.00 | 1967-01-07 | 2020-04-04 | FALSE | FALSE |
| ICSA_SmoothDer | Calc | Derivative of Smoothed Initial Jobless Claims | /period | -1.00 | 1967-01-07 | 2020-04-04 | TRUE | TRUE |
| ICSA_Log | Calc | Log of Initial Jobless Claims | log() | -1.00 | 1967-01-07 | 2020-04-04 | FALSE | FALSE |
| ICSA_mva200 | Calc | Initial Jobless Claims 200 Day MA | 200 Day MA | -1.00 | 1967-01-07 | 2020-04-04 | TRUE | TRUE |
| ICSA_mva050 | Calc | Initial Jobless Claims 50 Day MA | 50 Day MA | -1.00 | 1967-01-07 | 2020-04-04 | TRUE | TRUE |
| GSPC.Open_YoY | Calc | Year over Year | Percent | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | FALSE |
| GSPC.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Open_Log | Calc | Log of | log() | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.High_YoY | Calc | Year over Year | Percent | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | FALSE |
| GSPC.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.High_Log | Calc | Log of | log() | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Low_YoY | Calc | Year over Year | Percent | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | FALSE |
| GSPC.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Low_Log | Calc | Log of | log() | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Close_YoY | Calc | Year over Year | Percent | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | FALSE |
| GSPC.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Close_Log | Calc | Log of | log() | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | FALSE |
| GSPC.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | TRUE |
| GSPC.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | TRUE |
| GSPC.Volume_Log | Calc | Log of | log() | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | TRUE |
| GSPC.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | TRUE |
| GSPC.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | TRUE |
| GSPC.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | FALSE |
| GSPC.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Adjusted_Log | Calc | Log of | log() | -1.00 | 1927-12-30 | 2020-04-08 | TRUE | FALSE |
| GSPC.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GSPC.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1927-12-30 | 2020-04-08 | FALSE | FALSE |
| GDP_YoY | Calc | Gross Domestic Product Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Gross Domestic Product | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Gross Domestic Product | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDP_SmoothDer | Calc | Derivative of Smoothed Gross Domestic Product | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDP_Log | Calc | Log of Gross Domestic Product | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDP_mva200 | Calc | Gross Domestic Product 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDP_mva050 | Calc | Gross Domestic Product 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDPC1_YoY | Calc | Real Gross Domestic Product Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDPC1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Gross Domestic Product | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDPC1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Gross Domestic Product | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDPC1_SmoothDer | Calc | Derivative of Smoothed Real Gross Domestic Product | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDPC1_Log | Calc | Log of Real Gross Domestic Product | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDPC1_mva200 | Calc | Real Gross Domestic Product 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDPC1_mva050 | Calc | Real Gross Domestic Product 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDPDEF_YoY | Calc | Gross Domestic Product: Implicit Price Deflator Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDPDEF_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Gross Domestic Product: Implicit Price Deflator | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDPDEF_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Gross Domestic Product: Implicit Price Deflator | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDPDEF_SmoothDer | Calc | Derivative of Smoothed Gross Domestic Product: Implicit Price Deflator | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GDPDEF_Log | Calc | Log of Gross Domestic Product: Implicit Price Deflator | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDPDEF_mva200 | Calc | Gross Domestic Product: Implicit Price Deflator 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GDPDEF_mva050 | Calc | Gross Domestic Product: Implicit Price Deflator 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| VIG.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | FALSE |
| VIG.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Open_Log | Calc | Log of | log() | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.High_YoY | Calc | Year over Year | Percent | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | FALSE |
| VIG.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.High_Log | Calc | Log of | log() | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | FALSE |
| VIG.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Low_Log | Calc | Log of | log() | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | FALSE |
| VIG.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Close_Log | Calc | Log of | log() | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | FALSE |
| VIG.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | TRUE |
| VIG.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | TRUE |
| VIG.Volume_Log | Calc | Log of | log() | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | TRUE |
| VIG.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | TRUE |
| VIG.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | FALSE |
| VIG.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Adjusted_Log | Calc | Log of | log() | -1.00 | 2006-05-02 | 2020-04-08 | TRUE | FALSE |
| VIG.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| VIG.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-05-02 | 2020-04-08 | FALSE | FALSE |
| WLRRAL_YoY | Calc | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Year over Year | Percent | -1.00 | 2002-12-18 | 2020-04-01 | FALSE | FALSE |
| WLRRAL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) | /period | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| WLRRAL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) | /period | -1.00 | 2002-12-18 | 2020-04-01 | FALSE | FALSE |
| WLRRAL_SmoothDer | Calc | Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) | /period | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| WLRRAL_Log | Calc | Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) | log() | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| WLRRAL_mva200 | Calc | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | FALSE |
| WLRRAL_mva050 | Calc | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| FEDFUNDS_YoY | Calc | Effective Federal Funds Rate Year over Year | Percent | -1.00 | 1954-07-01 | 2020-03-01 | TRUE | FALSE |
| FEDFUNDS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Effective Federal Funds Rate | /period | -1.00 | 1954-07-01 | 2020-03-01 | FALSE | FALSE |
| FEDFUNDS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Effective Federal Funds Rate | /period | -1.00 | 1954-07-01 | 2020-03-01 | FALSE | FALSE |
| FEDFUNDS_SmoothDer | Calc | Derivative of Smoothed Effective Federal Funds Rate | /period | -1.00 | 1954-07-01 | 2020-03-01 | FALSE | FALSE |
| FEDFUNDS_Log | Calc | Log of Effective Federal Funds Rate | log() | -1.00 | 1954-07-01 | 2020-03-01 | TRUE | FALSE |
| FEDFUNDS_mva200 | Calc | Effective Federal Funds Rate 200 Day MA | 200 Day MA | -1.00 | 1954-07-01 | 2020-03-01 | FALSE | FALSE |
| FEDFUNDS_mva050 | Calc | Effective Federal Funds Rate 50 Day MA | 50 Day MA | -1.00 | 1954-07-01 | 2020-03-01 | FALSE | FALSE |
| GPDI_YoY | Calc | Gross Private Domestic Investment Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| GPDI_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Gross Private Domestic Investment | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GPDI_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Gross Private Domestic Investment | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GPDI_SmoothDer | Calc | Derivative of Smoothed Gross Private Domestic Investment | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GPDI_Log | Calc | Log of Gross Private Domestic Investment | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| GPDI_mva200 | Calc | Gross Private Domestic Investment 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| GPDI_mva050 | Calc | Gross Private Domestic Investment 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| MZMV_YoY | Calc | Velocity of MZM Money Stock Year over Year | Percent | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| MZMV_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Velocity of MZM Money Stock | /period | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | FALSE |
| MZMV_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Velocity of MZM Money Stock | /period | -1.00 | 1959-01-01 | 2019-10-01 | FALSE | FALSE |
| MZMV_SmoothDer | Calc | Derivative of Smoothed Velocity of MZM Money Stock | /period | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| MZMV_Log | Calc | Log of Velocity of MZM Money Stock | log() | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| MZMV_mva200 | Calc | Velocity of MZM Money Stock 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2019-10-01 | FALSE | FALSE |
| MZMV_mva050 | Calc | Velocity of MZM Money Stock 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | FALSE |
| M1_YoY | Calc | M1 Money Stock Year over Year | Percent | -1.00 | 1975-01-06 | 2020-03-23 | FALSE | FALSE |
| M1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) M1 Money Stock | /period | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| M1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) M1 Money Stock | /period | -1.00 | 1975-01-06 | 2020-03-23 | FALSE | FALSE |
| M1_SmoothDer | Calc | Derivative of Smoothed M1 Money Stock | /period | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| M1_Log | Calc | Log of M1 Money Stock | log() | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| M1_mva200 | Calc | M1 Money Stock 200 Day MA | 200 Day MA | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| M1_mva050 | Calc | M1 Money Stock 50 Day MA | 50 Day MA | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| M2_YoY | Calc | M2 Money Stock Year over Year | Percent | -1.00 | 1980-11-03 | 2020-03-23 | FALSE | FALSE |
| M2_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) M2 Money Stock | /period | -1.00 | 1980-11-03 | 2020-03-23 | TRUE | TRUE |
| M2_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) M2 Money Stock | /period | -1.00 | 1980-11-03 | 2020-03-23 | FALSE | FALSE |
| M2_SmoothDer | Calc | Derivative of Smoothed M2 Money Stock | /period | -1.00 | 1980-11-03 | 2020-03-23 | TRUE | TRUE |
| M2_Log | Calc | Log of M2 Money Stock | log() | -1.00 | 1980-11-03 | 2020-03-23 | TRUE | TRUE |
| M2_mva200 | Calc | M2 Money Stock 200 Day MA | 200 Day MA | -1.00 | 1980-11-03 | 2020-03-23 | TRUE | TRUE |
| M2_mva050 | Calc | M2 Money Stock 50 Day MA | 50 Day MA | -1.00 | 1980-11-03 | 2020-03-23 | TRUE | TRUE |
| OPHNFB_YoY | Calc | Nonfarm Business Sector: Real Output Per Hour of All Persons Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| OPHNFB_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Nonfarm Business Sector: Real Output Per Hour of All Persons | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| OPHNFB_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Nonfarm Business Sector: Real Output Per Hour of All Persons | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| OPHNFB_SmoothDer | Calc | Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| OPHNFB_Log | Calc | Log of Nonfarm Business Sector: Real Output Per Hour of All Persons | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| OPHNFB_mva200 | Calc | Nonfarm Business Sector: Real Output Per Hour of All Persons 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| OPHNFB_mva050 | Calc | Nonfarm Business Sector: Real Output Per Hour of All Persons 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| IPMAN_YoY | Calc | Industrial Production: Manufacturing (NAICS) Year over Year | Percent | -1.00 | 1972-01-01 | 2020-02-01 | FALSE | FALSE |
| IPMAN_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Industrial Production: Manufacturing (NAICS) | /period | -1.00 | 1972-01-01 | 2020-02-01 | TRUE | TRUE |
| IPMAN_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Industrial Production: Manufacturing (NAICS) | /period | -1.00 | 1972-01-01 | 2020-02-01 | FALSE | FALSE |
| IPMAN_SmoothDer | Calc | Derivative of Smoothed Industrial Production: Manufacturing (NAICS) | /period | -1.00 | 1972-01-01 | 2020-02-01 | FALSE | FALSE |
| IPMAN_Log | Calc | Log of Industrial Production: Manufacturing (NAICS) | log() | -1.00 | 1972-01-01 | 2020-02-01 | TRUE | FALSE |
| IPMAN_mva200 | Calc | Industrial Production: Manufacturing (NAICS) 200 Day MA | 200 Day MA | -1.00 | 1972-01-01 | 2020-02-01 | TRUE | TRUE |
| IPMAN_mva050 | Calc | Industrial Production: Manufacturing (NAICS) 50 Day MA | 50 Day MA | -1.00 | 1972-01-01 | 2020-02-01 | TRUE | FALSE |
| RLG.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Open_Log | Calc | Log of | log() | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.High_YoY | Calc | Year over Year | Percent | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | FALSE |
| RLG.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.High_Log | Calc | Log of | log() | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | FALSE |
| RLG.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Low_Log | Calc | Log of | log() | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | FALSE |
| RLG.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Close_Log | Calc | Log of | log() | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | FALSE |
| RLG.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2002-09-30 | 2020-04-08 | NA | NA |
| RLG.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | TRUE |
| RLG.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | TRUE |
| RLG.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | TRUE |
| RLG.Volume_Log | Calc | Log of | log() | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | TRUE |
| RLG.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | TRUE |
| RLG.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | TRUE |
| RLG.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | FALSE |
| RLG.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Adjusted_Log | Calc | Log of | log() | -1.00 | 2002-09-30 | 2020-04-08 | TRUE | FALSE |
| RLG.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| RLG.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2002-09-30 | 2020-04-08 | FALSE | FALSE |
| IWD.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Open_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.High_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.High_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | FALSE |
| IWD.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Low_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | FALSE |
| IWD.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Close_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IWD.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IWD.Volume_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IWD.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IWD.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | FALSE |
| IWD.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Adjusted_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWD.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| GS5_YoY | Calc | 5-Year Treasury Constant Maturity Rate Year over Year | Percent | -1.00 | 1953-04-01 | 2020-03-01 | TRUE | FALSE |
| GS5_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) 5-Year Treasury Constant Maturity Rate | /period | -1.00 | 1953-04-01 | 2020-03-01 | FALSE | FALSE |
| GS5_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) 5-Year Treasury Constant Maturity Rate | /period | -1.00 | 1953-04-01 | 2020-03-01 | FALSE | FALSE |
| GS5_SmoothDer | Calc | Derivative of Smoothed 5-Year Treasury Constant Maturity Rate | /period | -1.00 | 1953-04-01 | 2020-03-01 | FALSE | FALSE |
| GS5_Log | Calc | Log of 5-Year Treasury Constant Maturity Rate | log() | -1.00 | 1953-04-01 | 2020-03-01 | TRUE | FALSE |
| GS5_mva200 | Calc | 5-Year Treasury Constant Maturity Rate 200 Day MA | 200 Day MA | -1.00 | 1953-04-01 | 2020-03-01 | FALSE | FALSE |
| GS5_mva050 | Calc | 5-Year Treasury Constant Maturity Rate 50 Day MA | 50 Day MA | -1.00 | 1953-04-01 | 2020-03-01 | FALSE | FALSE |
| PSAVERT_YoY | Calc | Personal Saving Rate Year over Year | Percent | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | FALSE |
| PSAVERT_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Personal Saving Rate | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PSAVERT_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Personal Saving Rate | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| PSAVERT_SmoothDer | Calc | Derivative of Smoothed Personal Saving Rate | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PSAVERT_Log | Calc | Log of Personal Saving Rate | log() | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PSAVERT_mva200 | Calc | Personal Saving Rate 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PSAVERT_mva050 | Calc | Personal Saving Rate 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| VIXCLS_YoY | Calc | CBOE Volatility Index Year over Year | Percent | -1.00 | 1990-01-02 | 2020-04-08 | FALSE | FALSE |
| VIXCLS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) CBOE Volatility Index | /period | -1.00 | 1990-01-02 | 2020-04-08 | TRUE | TRUE |
| VIXCLS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) CBOE Volatility Index | /period | -1.00 | 1990-01-02 | 2020-04-08 | FALSE | FALSE |
| VIXCLS_SmoothDer | Calc | Derivative of Smoothed CBOE Volatility Index | /period | -1.00 | 1990-01-02 | 2020-04-08 | TRUE | TRUE |
| VIXCLS_Log | Calc | Log of CBOE Volatility Index | log() | -1.00 | 1990-01-02 | 2020-04-08 | FALSE | FALSE |
| VIXCLS_mva200 | Calc | CBOE Volatility Index 200 Day MA | 200 Day MA | -1.00 | 1990-01-02 | 2020-04-08 | TRUE | TRUE |
| VIXCLS_mva050 | Calc | CBOE Volatility Index 50 Day MA | 50 Day MA | -1.00 | 1990-01-02 | 2020-04-08 | TRUE | TRUE |
| VXX.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Open_Log | Calc | Log of | log() | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | FALSE |
| VXX.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.High_YoY | Calc | Year over Year | Percent | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.High_Log | Calc | Log of | log() | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | FALSE |
| VXX.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Low_Log | Calc | Log of | log() | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | FALSE |
| VXX.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Close_Log | Calc | Log of | log() | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | FALSE |
| VXX.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Volume_Log | Calc | Log of | log() | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| VXX.Adjusted_Log | Calc | Log of | log() | -1.00 | 2018-01-25 | 2020-04-08 | FALSE | FALSE |
| VXX.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | FALSE |
| VXX.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2018-01-25 | 2020-04-08 | TRUE | TRUE |
| HOUST1F_YoY | Calc | Privately Owned Housing Starts: 1-Unit Structures Year over Year | Percent | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| HOUST1F_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Privately Owned Housing Starts: 1-Unit Structures | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| HOUST1F_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Privately Owned Housing Starts: 1-Unit Structures | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| HOUST1F_SmoothDer | Calc | Derivative of Smoothed Privately Owned Housing Starts: 1-Unit Structures | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| HOUST1F_Log | Calc | Log of Privately Owned Housing Starts: 1-Unit Structures | log() | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| HOUST1F_mva200 | Calc | Privately Owned Housing Starts: 1-Unit Structures 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| HOUST1F_mva050 | Calc | Privately Owned Housing Starts: 1-Unit Structures 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| GFDEBTN_YoY | Calc | Federal Debt: Total Public Debt Year over Year | Percent | -1.00 | 1966-01-01 | 2019-10-01 | FALSE | FALSE |
| GFDEBTN_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt | /period | -1.00 | 1966-01-01 | 2019-10-01 | FALSE | FALSE |
| GFDEBTN_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Federal Debt: Total Public Debt | /period | -1.00 | 1966-01-01 | 2019-10-01 | FALSE | FALSE |
| GFDEBTN_SmoothDer | Calc | Derivative of Smoothed Federal Debt: Total Public Debt | /period | -1.00 | 1966-01-01 | 2019-10-01 | FALSE | FALSE |
| GFDEBTN_Log | Calc | Log of Federal Debt: Total Public Debt | log() | -1.00 | 1966-01-01 | 2019-10-01 | TRUE | TRUE |
| GFDEBTN_mva200 | Calc | Federal Debt: Total Public Debt 200 Day MA | 200 Day MA | -1.00 | 1966-01-01 | 2019-10-01 | TRUE | TRUE |
| GFDEBTN_mva050 | Calc | Federal Debt: Total Public Debt 50 Day MA | 50 Day MA | -1.00 | 1966-01-01 | 2019-10-01 | TRUE | TRUE |
| HOUST_YoY | Calc | Housing Starts: Total: New Privately Owned Housing Units Started Year over Year | Percent | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| HOUST_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Housing Starts: Total: New Privately Owned Housing Units Started | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| HOUST_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Housing Starts: Total: New Privately Owned Housing Units Started | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| HOUST_SmoothDer | Calc | Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| HOUST_Log | Calc | Log of Housing Starts: Total: New Privately Owned Housing Units Started | log() | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | FALSE |
| HOUST_mva200 | Calc | Housing Starts: Total: New Privately Owned Housing Units Started 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| HOUST_mva050 | Calc | Housing Starts: Total: New Privately Owned Housing Units Started 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| CSUSHPINSA_YoY | Calc | S&P/Case-Shiller U.S. National Home Price Index (NSA) Year over Year | Percent | -1.00 | 1987-01-01 | 2020-01-01 | FALSE | FALSE |
| CSUSHPINSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) S&P/Case-Shiller U.S. National Home Price Index (NSA) | /period | -1.00 | 1987-01-01 | 2020-01-01 | TRUE | TRUE |
| CSUSHPINSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) S&P/Case-Shiller U.S. National Home Price Index (NSA) | /period | -1.00 | 1987-01-01 | 2020-01-01 | FALSE | FALSE |
| CSUSHPINSA_SmoothDer | Calc | Derivative of Smoothed S&P/Case-Shiller U.S. National Home Price Index (NSA) | /period | -1.00 | 1987-01-01 | 2020-01-01 | FALSE | FALSE |
| CSUSHPINSA_Log | Calc | Log of S&P/Case-Shiller U.S. National Home Price Index (NSA) | log() | -1.00 | 1987-01-01 | 2020-01-01 | TRUE | TRUE |
| CSUSHPINSA_mva200 | Calc | S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA | 200 Day MA | -1.00 | 1987-01-01 | 2020-01-01 | TRUE | TRUE |
| CSUSHPINSA_mva050 | Calc | S&P/Case-Shiller U.S. National Home Price Index (NSA) 50 Day MA | 50 Day MA | -1.00 | 1987-01-01 | 2020-01-01 | TRUE | TRUE |
| GFDEGDQ188S_YoY | Calc | Federal Debt: Total Public Debt as Percent of Gross Domestic Product Year over Year | Percent | -1.00 | 1966-01-01 | 2019-10-01 | FALSE | FALSE |
| GFDEGDQ188S_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt as Percent of Gross Domestic Product | /period | -1.00 | 1966-01-01 | 2019-10-01 | FALSE | FALSE |
| GFDEGDQ188S_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Federal Debt: Total Public Debt as Percent of Gross Domestic Product | /period | -1.00 | 1966-01-01 | 2019-10-01 | FALSE | FALSE |
| GFDEGDQ188S_SmoothDer | Calc | Derivative of Smoothed Federal Debt: Total Public Debt as Percent of Gross Domestic Product | /period | -1.00 | 1966-01-01 | 2019-10-01 | FALSE | FALSE |
| GFDEGDQ188S_Log | Calc | Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product | log() | -1.00 | 1966-01-01 | 2019-10-01 | TRUE | TRUE |
| GFDEGDQ188S_mva200 | Calc | Federal Debt: Total Public Debt as Percent of Gross Domestic Product 200 Day MA | 200 Day MA | -1.00 | 1966-01-01 | 2019-10-01 | TRUE | TRUE |
| GFDEGDQ188S_mva050 | Calc | Federal Debt: Total Public Debt as Percent of Gross Domestic Product 50 Day MA | 50 Day MA | -1.00 | 1966-01-01 | 2019-10-01 | TRUE | TRUE |
| FYFSD_YoY | Calc | Federal Surplus or Deficit Year over Year | Percent | -1.00 | 1901-06-30 | 2019-09-30 | FALSE | FALSE |
| FYFSD_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Federal Surplus or Deficit | /period | -1.00 | 1901-06-30 | 2019-09-30 | TRUE | FALSE |
| FYFSD_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit | /period | -1.00 | 1901-06-30 | 2019-09-30 | TRUE | TRUE |
| FYFSD_SmoothDer | Calc | Derivative of Smoothed Federal Surplus or Deficit | /period | -1.00 | 1901-06-30 | 2019-09-30 | TRUE | TRUE |
| FYFSD_Log | Calc | Log of Federal Surplus or Deficit | log() | -1.00 | 1901-06-30 | 2019-09-30 | TRUE | TRUE |
| FYFSD_mva200 | Calc | Federal Surplus or Deficit 200 Day MA | 200 Day MA | -1.00 | 1901-06-30 | 2019-09-30 | FALSE | FALSE |
| FYFSD_mva050 | Calc | Federal Surplus or Deficit 50 Day MA | 50 Day MA | -1.00 | 1901-06-30 | 2019-09-30 | TRUE | FALSE |
| FYFSGDA188S_YoY | Calc | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Year over Year | Percent | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | FALSE |
| FYFSGDA188S_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product | /period | -1.00 | 1929-01-01 | 2019-01-01 | FALSE | FALSE |
| FYFSGDA188S_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product | /period | -1.00 | 1929-01-01 | 2019-01-01 | FALSE | FALSE |
| FYFSGDA188S_SmoothDer | Calc | Derivative of Smoothed Federal Surplus or Deficit [-] as Percent of Gross Domestic Product | /period | -1.00 | 1929-01-01 | 2019-01-01 | FALSE | FALSE |
| FYFSGDA188S_Log | Calc | Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product | log() | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | TRUE |
| FYFSGDA188S_mva200 | Calc | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA | 200 Day MA | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | TRUE |
| FYFSGDA188S_mva050 | Calc | Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA | 50 Day MA | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | TRUE |
| GOLDAMGBD228NLBM_YoY | Calc | Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market Year over Year | Percent | -1.00 | 1968-04-01 | 2020-04-08 | FALSE | FALSE |
| GOLDAMGBD228NLBM_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market | /period | -1.00 | 1968-04-01 | 2020-04-08 | TRUE | TRUE |
| GOLDAMGBD228NLBM_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market | /period | -1.00 | 1968-04-01 | 2020-04-08 | TRUE | FALSE |
| GOLDAMGBD228NLBM_SmoothDer | Calc | Derivative of Smoothed Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market | /period | -1.00 | 1968-04-01 | 2020-04-08 | FALSE | FALSE |
| GOLDAMGBD228NLBM_Log | Calc | Log of Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market | log() | -1.00 | 1968-04-01 | 2020-04-08 | FALSE | FALSE |
| GOLDAMGBD228NLBM_mva200 | Calc | Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market 200 Day MA | 200 Day MA | -1.00 | 1968-04-01 | 2020-04-08 | TRUE | TRUE |
| GOLDAMGBD228NLBM_mva050 | Calc | Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market 50 Day MA | 50 Day MA | -1.00 | 1968-04-01 | 2020-04-08 | TRUE | TRUE |
| WALCL_YoY | Calc | All Federal Reserve Banks: Total Assets Year over Year | Percent | -1.00 | 2002-12-18 | 2020-04-01 | FALSE | FALSE |
| WALCL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets | /period | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| WALCL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All Federal Reserve Banks: Total Assets | /period | -1.00 | 2002-12-18 | 2020-04-01 | FALSE | FALSE |
| WALCL_SmoothDer | Calc | Derivative of Smoothed All Federal Reserve Banks: Total Assets | /period | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| WALCL_Log | Calc | Log of All Federal Reserve Banks: Total Assets | log() | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| WALCL_mva200 | Calc | All Federal Reserve Banks: Total Assets 200 Day MA | 200 Day MA | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| WALCL_mva050 | Calc | All Federal Reserve Banks: Total Assets 50 Day MA | 50 Day MA | -1.00 | 2002-12-18 | 2020-04-01 | TRUE | TRUE |
| OUTMS_YoY | Calc | Manufacturing Sector: Real Output Year over Year | Percent | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| OUTMS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Manufacturing Sector: Real Output | /period | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| OUTMS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Manufacturing Sector: Real Output | /period | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| OUTMS_SmoothDer | Calc | Derivative of Smoothed Manufacturing Sector: Real Output | /period | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| OUTMS_Log | Calc | Log of Manufacturing Sector: Real Output | log() | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| OUTMS_mva200 | Calc | Manufacturing Sector: Real Output 200 Day MA | 200 Day MA | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| OUTMS_mva050 | Calc | Manufacturing Sector: Real Output 50 Day MA | 50 Day MA | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | FALSE |
| MANEMP_YoY | Calc | All Employees: Manufacturing Year over Year | Percent | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| MANEMP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All Employees: Manufacturing | /period | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| MANEMP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All Employees: Manufacturing | /period | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| MANEMP_SmoothDer | Calc | Derivative of Smoothed All Employees: Manufacturing | /period | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| MANEMP_Log | Calc | Log of All Employees: Manufacturing | log() | -1.00 | 1939-01-01 | 2020-03-01 | TRUE | FALSE |
| MANEMP_mva200 | Calc | All Employees: Manufacturing 200 Day MA | 200 Day MA | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| MANEMP_mva050 | Calc | All Employees: Manufacturing 50 Day MA | 50 Day MA | -1.00 | 1939-01-01 | 2020-03-01 | FALSE | FALSE |
| PRS30006163_YoY | Calc | Manufacturing Sector: Real Output Per Person Year over Year | Percent | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| PRS30006163_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Manufacturing Sector: Real Output Per Person | /period | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| PRS30006163_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Manufacturing Sector: Real Output Per Person | /period | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| PRS30006163_SmoothDer | Calc | Derivative of Smoothed Manufacturing Sector: Real Output Per Person | /period | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| PRS30006163_Log | Calc | Log of Manufacturing Sector: Real Output Per Person | log() | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | TRUE |
| PRS30006163_mva200 | Calc | Manufacturing Sector: Real Output Per Person 200 Day MA | 200 Day MA | -1.00 | 1987-01-01 | 2019-10-01 | FALSE | FALSE |
| PRS30006163_mva050 | Calc | Manufacturing Sector: Real Output Per Person 50 Day MA | 50 Day MA | -1.00 | 1987-01-01 | 2019-10-01 | TRUE | FALSE |
| BAMLC0A3CA_YoY | Calc | ICE BofAML US Corporate A Option-Adjusted Spread Year over Year | Percent | -1.00 | 1996-12-31 | 2020-04-08 | FALSE | FALSE |
| BAMLC0A3CA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) ICE BofAML US Corporate A Option-Adjusted Spread | /period | -1.00 | 1996-12-31 | 2020-04-08 | TRUE | TRUE |
| BAMLC0A3CA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) ICE BofAML US Corporate A Option-Adjusted Spread | /period | -1.00 | 1996-12-31 | 2020-04-08 | FALSE | FALSE |
| BAMLC0A3CA_SmoothDer | Calc | Derivative of Smoothed ICE BofAML US Corporate A Option-Adjusted Spread | /period | -1.00 | 1996-12-31 | 2020-04-08 | TRUE | TRUE |
| BAMLC0A3CA_Log | Calc | Log of ICE BofAML US Corporate A Option-Adjusted Spread | log() | -1.00 | 1996-12-31 | 2020-04-08 | FALSE | FALSE |
| BAMLC0A3CA_mva200 | Calc | ICE BofAML US Corporate A Option-Adjusted Spread 200 Day MA | 200 Day MA | -1.00 | 1996-12-31 | 2020-04-08 | TRUE | TRUE |
| BAMLC0A3CA_mva050 | Calc | ICE BofAML US Corporate A Option-Adjusted Spread 50 Day MA | 50 Day MA | -1.00 | 1996-12-31 | 2020-04-08 | TRUE | TRUE |
| AAA_YoY | Calc | Moody’s Seasoned Aaa Corporate Bond Yield Year over Year | Percent | -1.00 | 1919-01-01 | 2020-03-01 | TRUE | TRUE |
| AAA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Moody’s Seasoned Aaa Corporate Bond Yield | /period | -1.00 | 1919-01-01 | 2020-03-01 | TRUE | TRUE |
| AAA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Moody’s Seasoned Aaa Corporate Bond Yield | /period | -1.00 | 1919-01-01 | 2020-03-01 | FALSE | FALSE |
| AAA_SmoothDer | Calc | Derivative of Smoothed Moody’s Seasoned Aaa Corporate Bond Yield | /period | -1.00 | 1919-01-01 | 2020-03-01 | TRUE | TRUE |
| AAA_Log | Calc | Log of Moody’s Seasoned Aaa Corporate Bond Yield | log() | -1.00 | 1919-01-01 | 2020-03-01 | TRUE | FALSE |
| AAA_mva200 | Calc | Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA | 200 Day MA | -1.00 | 1919-01-01 | 2020-03-01 | FALSE | FALSE |
| AAA_mva050 | Calc | Moody’s Seasoned Aaa Corporate Bond Yield 50 Day MA | 50 Day MA | -1.00 | 1919-01-01 | 2020-03-01 | TRUE | FALSE |
| SOFR_YoY | Calc | Secured Overnight Financing Rate Year over Year | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR_SmoothDer | Calc | Derivative of Smoothed Secured Overnight Financing Rate | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR_Log | Calc | Log of Secured Overnight Financing Rate | log() | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR_mva200 | Calc | Secured Overnight Financing Rate 200 Day MA | 200 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR_mva050 | Calc | Secured Overnight Financing Rate 50 Day MA | 50 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFRVOL_YoY | Calc | Secured Overnight Financing Volume Year over Year | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFRVOL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume | /period | -1.00 | 2018-04-03 | 2020-04-08 | TRUE | TRUE |
| SOFRVOL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Volume | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFRVOL_SmoothDer | Calc | Derivative of Smoothed Secured Overnight Financing Volume | /period | -1.00 | 2018-04-03 | 2020-04-08 | TRUE | TRUE |
| SOFRVOL_Log | Calc | Log of Secured Overnight Financing Volume | log() | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFRVOL_mva200 | Calc | Secured Overnight Financing Volume 200 Day MA | 200 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | TRUE | FALSE |
| SOFRVOL_mva050 | Calc | Secured Overnight Financing Volume 50 Day MA | 50 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | TRUE | TRUE |
| SOFR99_YoY | Calc | Secured Overnight Financing Rate: 99th Percentile Year over Year | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 99th Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99_SmoothDer | Calc | Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99_Log | Calc | Log of Secured Overnight Financing Rate: 99th Percentile | log() | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99_mva200 | Calc | Secured Overnight Financing Rate: 99th Percentile 200 Day MA | 200 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99_mva050 | Calc | Secured Overnight Financing Rate: 99th Percentile 50 Day MA | 50 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR75_YoY | Calc | Secured Overnight Financing Rate: 75th Percentile Year over Year | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR75_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 75th Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR75_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 75th Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR75_SmoothDer | Calc | Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR75_Log | Calc | Log of Secured Overnight Financing Rate: 75th Percentile | log() | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR75_mva200 | Calc | Secured Overnight Financing Rate: 75th Percentile 200 Day MA | 200 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR75_mva050 | Calc | Secured Overnight Financing Rate: 75th Percentile 50 Day MA | 50 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR25_YoY | Calc | Secured Overnight Financing Rate: 25th Percentile Year over Year | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR25_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 25th Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR25_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 25th Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR25_SmoothDer | Calc | Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR25_Log | Calc | Log of Secured Overnight Financing Rate: 25th Percentile | log() | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR25_mva200 | Calc | Secured Overnight Financing Rate: 25th Percentile 200 Day MA | 200 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR25_mva050 | Calc | Secured Overnight Financing Rate: 25th Percentile 50 Day MA | 50 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR1_YoY | Calc | Secured Overnight Financing Rate: 1st Percentile Year over Year | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 1st Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 1st Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR1_SmoothDer | Calc | Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR1_Log | Calc | Log of Secured Overnight Financing Rate: 1st Percentile | log() | -1.00 | 2018-04-03 | 2020-04-08 | TRUE | TRUE |
| SOFR1_mva200 | Calc | Secured Overnight Financing Rate: 1st Percentile 200 Day MA | 200 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR1_mva050 | Calc | Secured Overnight Financing Rate: 1st Percentile 50 Day MA | 50 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| OBFR_YoY | Calc | Overnight Bank Funding Rate Year over Year | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR_SmoothDer | Calc | Derivative of Smoothed Overnight Bank Funding Rate | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR_Log | Calc | Log of Overnight Bank Funding Rate | log() | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR_mva200 | Calc | Overnight Bank Funding Rate 200 Day MA | 200 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR_mva050 | Calc | Overnight Bank Funding Rate 50 Day MA | 50 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR99_YoY | Calc | Overnight Bank Funding Rate: 99th Percentile Year over Year | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR99_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 99th Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR99_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 99th Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR99_SmoothDer | Calc | Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR99_Log | Calc | Log of Overnight Bank Funding Rate: 99th Percentile | log() | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR99_mva200 | Calc | Overnight Bank Funding Rate: 99th Percentile 200 Day MA | 200 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR99_mva050 | Calc | Overnight Bank Funding Rate: 99th Percentile 50 Day MA | 50 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR75_YoY | Calc | Overnight Bank Funding Rate: 75th Percentile Year over Year | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR75_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 75th Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR75_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 75th Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR75_SmoothDer | Calc | Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR75_Log | Calc | Log of Overnight Bank Funding Rate: 75th Percentile | log() | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR75_mva200 | Calc | Overnight Bank Funding Rate: 75th Percentile 200 Day MA | 200 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR75_mva050 | Calc | Overnight Bank Funding Rate: 75th Percentile 50 Day MA | 50 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR25_YoY | Calc | Overnight Bank Funding Rate: 25th Percentile Year over Year | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR25_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 25th Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR25_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 25th Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR25_SmoothDer | Calc | Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR25_Log | Calc | Log of Overnight Bank Funding Rate: 25th Percentile | log() | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR25_mva200 | Calc | Overnight Bank Funding Rate: 25th Percentile 200 Day MA | 200 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR25_mva050 | Calc | Overnight Bank Funding Rate: 25th Percentile 50 Day MA | 50 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR1_YoY | Calc | Overnight Bank Funding Rate: 1st Percentile Year over Year | Percent | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 1st Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 1st Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR1_SmoothDer | Calc | Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile | /period | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR1_Log | Calc | Log of Overnight Bank Funding Rate: 1st Percentile | log() | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR1_mva200 | Calc | Overnight Bank Funding Rate: 1st Percentile 200 Day MA | 200 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| OBFR1_mva050 | Calc | Overnight Bank Funding Rate: 1st Percentile 50 Day MA | 50 Day MA | -1.00 | 2016-03-01 | 2020-04-08 | FALSE | FALSE |
| RPONTSYD_YoY | Calc | Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations Year over Year | Percent | -1.00 | 2000-07-07 | 2020-04-08 | FALSE | FALSE |
| RPONTSYD_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations | /period | -1.00 | 2000-07-07 | 2020-04-08 | FALSE | FALSE |
| RPONTSYD_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations | /period | -1.00 | 2000-07-07 | 2020-04-08 | FALSE | FALSE |
| RPONTSYD_SmoothDer | Calc | Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations | /period | -1.00 | 2000-07-07 | 2020-04-08 | FALSE | FALSE |
| RPONTSYD_Log | Calc | Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations | log() | -1.00 | 2000-07-07 | 2020-04-08 | TRUE | TRUE |
| RPONTSYD_mva200 | Calc | Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 200 Day MA | 200 Day MA | -1.00 | 2000-07-07 | 2020-04-08 | FALSE | FALSE |
| RPONTSYD_mva050 | Calc | Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 50 Day MA | 50 Day MA | -1.00 | 2000-07-07 | 2020-04-08 | FALSE | FALSE |
| IOER_YoY | Calc | Interest Rate on Excess Reserves Year over Year | Percent | -1.00 | 2008-10-09 | 2020-04-09 | FALSE | FALSE |
| IOER_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Interest Rate on Excess Reserves | /period | -1.00 | 2008-10-09 | 2020-04-09 | FALSE | FALSE |
| IOER_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Interest Rate on Excess Reserves | /period | -1.00 | 2008-10-09 | 2020-04-09 | FALSE | FALSE |
| IOER_SmoothDer | Calc | Derivative of Smoothed Interest Rate on Excess Reserves | /period | -1.00 | 2008-10-09 | 2020-04-09 | FALSE | FALSE |
| IOER_Log | Calc | Log of Interest Rate on Excess Reserves | log() | -1.00 | 2008-10-09 | 2020-04-09 | FALSE | FALSE |
| IOER_mva200 | Calc | Interest Rate on Excess Reserves 200 Day MA | 200 Day MA | -1.00 | 2008-10-09 | 2020-04-09 | FALSE | FALSE |
| IOER_mva050 | Calc | Interest Rate on Excess Reserves 50 Day MA | 50 Day MA | -1.00 | 2008-10-09 | 2020-04-09 | FALSE | FALSE |
| WRESBAL_YoY | Calc | Reserve Balances with Federal Reserve Banks Year over Year | Percent | -1.00 | 1984-01-04 | 2020-04-01 | FALSE | FALSE |
| WRESBAL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks | /period | -1.00 | 1984-01-04 | 2020-04-01 | TRUE | TRUE |
| WRESBAL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Reserve Balances with Federal Reserve Banks | /period | -1.00 | 1984-01-04 | 2020-04-01 | FALSE | FALSE |
| WRESBAL_SmoothDer | Calc | Derivative of Smoothed Reserve Balances with Federal Reserve Banks | /period | -1.00 | 1984-01-04 | 2020-04-01 | TRUE | TRUE |
| WRESBAL_Log | Calc | Log of Reserve Balances with Federal Reserve Banks | log() | -1.00 | 1984-01-04 | 2020-04-01 | TRUE | TRUE |
| WRESBAL_mva200 | Calc | Reserve Balances with Federal Reserve Banks 200 Day MA | 200 Day MA | -1.00 | 1984-01-04 | 2020-04-01 | TRUE | TRUE |
| WRESBAL_mva050 | Calc | Reserve Balances with Federal Reserve Banks 50 Day MA | 50 Day MA | -1.00 | 1984-01-04 | 2020-04-01 | TRUE | TRUE |
| EXCSRESNW_YoY | Calc | Excess Reserves of Depository Institutions Year over Year | Percent | -1.00 | 1984-02-08 | 2020-03-25 | TRUE | TRUE |
| EXCSRESNW_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Excess Reserves of Depository Institutions | /period | -1.00 | 1984-02-08 | 2020-03-25 | TRUE | TRUE |
| EXCSRESNW_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Excess Reserves of Depository Institutions | /period | -1.00 | 1984-02-08 | 2020-03-25 | FALSE | FALSE |
| EXCSRESNW_SmoothDer | Calc | Derivative of Smoothed Excess Reserves of Depository Institutions | /period | -1.00 | 1984-02-08 | 2020-03-25 | TRUE | TRUE |
| EXCSRESNW_Log | Calc | Log of Excess Reserves of Depository Institutions | log() | -1.00 | 1984-02-08 | 2020-03-25 | TRUE | TRUE |
| EXCSRESNW_mva200 | Calc | Excess Reserves of Depository Institutions 200 Day MA | 200 Day MA | -1.00 | 1984-02-08 | 2020-03-25 | TRUE | TRUE |
| EXCSRESNW_mva050 | Calc | Excess Reserves of Depository Institutions 50 Day MA | 50 Day MA | -1.00 | 1984-02-08 | 2020-03-25 | TRUE | TRUE |
| ECBASSETS_YoY | Calc | Central Bank Assets for Euro Area (11-19 Countries) Year over Year | Percent | -1.00 | 1998-12-01 | 2020-01-01 | FALSE | FALSE |
| ECBASSETS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Central Bank Assets for Euro Area (11-19 Countries) | /period | -1.00 | 1998-12-01 | 2020-01-01 | FALSE | FALSE |
| ECBASSETS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Central Bank Assets for Euro Area (11-19 Countries) | /period | -1.00 | 1998-12-01 | 2020-01-01 | FALSE | FALSE |
| ECBASSETS_SmoothDer | Calc | Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) | /period | -1.00 | 1998-12-01 | 2020-01-01 | TRUE | TRUE |
| ECBASSETS_Log | Calc | Log of Central Bank Assets for Euro Area (11-19 Countries) | log() | -1.00 | 1998-12-01 | 2020-01-01 | TRUE | FALSE |
| ECBASSETS_mva200 | Calc | Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA | 200 Day MA | -1.00 | 1998-12-01 | 2020-01-01 | TRUE | FALSE |
| ECBASSETS_mva050 | Calc | Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA | 50 Day MA | -1.00 | 1998-12-01 | 2020-01-01 | TRUE | FALSE |
| EUNNGDP_YoY | Calc | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) Year over Year | Percent | -1.00 | 1995-01-01 | 2019-10-01 | FALSE | FALSE |
| EUNNGDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) | /period | -1.00 | 1995-01-01 | 2019-10-01 | FALSE | FALSE |
| EUNNGDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) | /period | -1.00 | 1995-01-01 | 2019-10-01 | FALSE | FALSE |
| EUNNGDP_SmoothDer | Calc | Derivative of Smoothed Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) | /period | -1.00 | 1995-01-01 | 2019-10-01 | FALSE | FALSE |
| EUNNGDP_Log | Calc | Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) | log() | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | TRUE |
| EUNNGDP_mva200 | Calc | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA | 200 Day MA | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | TRUE |
| EUNNGDP_mva050 | Calc | Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA | 50 Day MA | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | TRUE |
| CEU0600000007_YoY | Calc | Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing Year over Year | Percent | -1.00 | 1947-01-01 | 2020-03-01 | FALSE | FALSE |
| CEU0600000007_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing | /period | -1.00 | 1947-01-01 | 2020-03-01 | TRUE | FALSE |
| CEU0600000007_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing | /period | -1.00 | 1947-01-01 | 2020-03-01 | FALSE | FALSE |
| CEU0600000007_SmoothDer | Calc | Derivative of Smoothed Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing | /period | -1.00 | 1947-01-01 | 2020-03-01 | FALSE | FALSE |
| CEU0600000007_Log | Calc | Log of Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing | log() | -1.00 | 1947-01-01 | 2020-03-01 | TRUE | FALSE |
| CEU0600000007_mva200 | Calc | Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-03-01 | FALSE | FALSE |
| CEU0600000007_mva050 | Calc | Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-03-01 | TRUE | FALSE |
| USD1MTD156N_YoY | Calc | 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar Year over Year | Percent | -1.00 | 1986-01-02 | 2020-04-02 | FALSE | FALSE |
| USD1MTD156N_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar | /period | -1.00 | 1986-01-02 | 2020-04-02 | FALSE | FALSE |
| USD1MTD156N_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar | /period | -1.00 | 1986-01-02 | 2020-04-02 | FALSE | FALSE |
| USD1MTD156N_SmoothDer | Calc | Derivative of Smoothed 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar | /period | -1.00 | 1986-01-02 | 2020-04-02 | FALSE | FALSE |
| USD1MTD156N_Log | Calc | Log of 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar | log() | -1.00 | 1986-01-02 | 2020-04-02 | FALSE | FALSE |
| USD1MTD156N_mva200 | Calc | 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar 200 Day MA | 200 Day MA | -1.00 | 1986-01-02 | 2020-04-02 | FALSE | FALSE |
| USD1MTD156N_mva050 | Calc | 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar 50 Day MA | 50 Day MA | -1.00 | 1986-01-02 | 2020-04-02 | FALSE | FALSE |
| CURRENCY_YoY | Calc | Currency Component of M1 (Seasonally Adjusted) Year over Year | Percent | -1.00 | 1975-01-06 | 2020-03-23 | FALSE | FALSE |
| CURRENCY_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1 (Seasonally Adjusted) | /period | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| CURRENCY_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Currency Component of M1 (Seasonally Adjusted) | /period | -1.00 | 1975-01-06 | 2020-03-23 | FALSE | FALSE |
| CURRENCY_SmoothDer | Calc | Derivative of Smoothed Currency Component of M1 (Seasonally Adjusted) | /period | -1.00 | 1975-01-06 | 2020-03-23 | FALSE | FALSE |
| CURRENCY_Log | Calc | Log of Currency Component of M1 (Seasonally Adjusted) | log() | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| CURRENCY_mva200 | Calc | Currency Component of M1 (Seasonally Adjusted) 200 Day MA | 200 Day MA | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| CURRENCY_mva050 | Calc | Currency Component of M1 (Seasonally Adjusted) 50 Day MA | 50 Day MA | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| WCURRNS_YoY | Calc | Currency Component of M1 Year over Year | Percent | -1.00 | 1975-01-06 | 2020-03-23 | FALSE | FALSE |
| WCURRNS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1 | /period | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| WCURRNS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Currency Component of M1 | /period | -1.00 | 1975-01-06 | 2020-03-23 | FALSE | FALSE |
| WCURRNS_SmoothDer | Calc | Derivative of Smoothed Currency Component of M1 | /period | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| WCURRNS_Log | Calc | Log of Currency Component of M1 | log() | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| WCURRNS_mva200 | Calc | Currency Component of M1 200 Day MA | 200 Day MA | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| WCURRNS_mva050 | Calc | Currency Component of M1 50 Day MA | 50 Day MA | -1.00 | 1975-01-06 | 2020-03-23 | TRUE | TRUE |
| PRS88003193_YoY | Calc | Nonfinancial Corporations Sector: Unit Profits Year over Year | Percent | -1.00 | 1947-01-01 | 2019-07-01 | FALSE | FALSE |
| PRS88003193_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial Corporations Sector: Unit Profits | /period | -1.00 | 1947-01-01 | 2019-07-01 | FALSE | FALSE |
| PRS88003193_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Nonfinancial Corporations Sector: Unit Profits | /period | -1.00 | 1947-01-01 | 2019-07-01 | FALSE | FALSE |
| PRS88003193_SmoothDer | Calc | Derivative of Smoothed Nonfinancial Corporations Sector: Unit Profits | /period | -1.00 | 1947-01-01 | 2019-07-01 | TRUE | TRUE |
| PRS88003193_Log | Calc | Log of Nonfinancial Corporations Sector: Unit Profits | log() | -1.00 | 1947-01-01 | 2019-07-01 | TRUE | TRUE |
| PRS88003193_mva200 | Calc | Nonfinancial Corporations Sector: Unit Profits 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-07-01 | TRUE | FALSE |
| PRS88003193_mva050 | Calc | Nonfinancial Corporations Sector: Unit Profits 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-07-01 | TRUE | TRUE |
| PPIACO_YoY | Calc | Producer Price Index for All Commodities Year over Year | Percent | -1.00 | 1913-01-01 | 2020-03-01 | FALSE | FALSE |
| PPIACO_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index for All Commodities | /period | -1.00 | 1913-01-01 | 2020-03-01 | FALSE | FALSE |
| PPIACO_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Producer Price Index for All Commodities | /period | -1.00 | 1913-01-01 | 2020-03-01 | FALSE | FALSE |
| PPIACO_SmoothDer | Calc | Derivative of Smoothed Producer Price Index for All Commodities | /period | -1.00 | 1913-01-01 | 2020-03-01 | FALSE | FALSE |
| PPIACO_Log | Calc | Log of Producer Price Index for All Commodities | log() | -1.00 | 1913-01-01 | 2020-03-01 | TRUE | FALSE |
| PPIACO_mva200 | Calc | Producer Price Index for All Commodities 200 Day MA | 200 Day MA | -1.00 | 1913-01-01 | 2020-03-01 | FALSE | FALSE |
| PPIACO_mva050 | Calc | Producer Price Index for All Commodities 50 Day MA | 50 Day MA | -1.00 | 1913-01-01 | 2020-03-01 | FALSE | FALSE |
| PCUOMFGOMFG_YoY | Calc | Producer Price Index by Industry: Total Manufacturing Industries Year over Year | Percent | -1.00 | 1984-12-01 | 2020-03-01 | FALSE | FALSE |
| PCUOMFGOMFG_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index by Industry: Total Manufacturing Industries | /period | -1.00 | 1984-12-01 | 2020-03-01 | FALSE | FALSE |
| PCUOMFGOMFG_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Producer Price Index by Industry: Total Manufacturing Industries | /period | -1.00 | 1984-12-01 | 2020-03-01 | FALSE | FALSE |
| PCUOMFGOMFG_SmoothDer | Calc | Derivative of Smoothed Producer Price Index by Industry: Total Manufacturing Industries | /period | -1.00 | 1984-12-01 | 2020-03-01 | TRUE | FALSE |
| PCUOMFGOMFG_Log | Calc | Log of Producer Price Index by Industry: Total Manufacturing Industries | log() | -1.00 | 1984-12-01 | 2020-03-01 | TRUE | FALSE |
| PCUOMFGOMFG_mva200 | Calc | Producer Price Index by Industry: Total Manufacturing Industries 200 Day MA | 200 Day MA | -1.00 | 1984-12-01 | 2020-03-01 | FALSE | FALSE |
| PCUOMFGOMFG_mva050 | Calc | Producer Price Index by Industry: Total Manufacturing Industries 50 Day MA | 50 Day MA | -1.00 | 1984-12-01 | 2020-03-01 | FALSE | FALSE |
| POPTHM_YoY | Calc | Population (U.S.) Year over Year | Percent | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| POPTHM_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.) | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| POPTHM_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Population (U.S.) | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| POPTHM_SmoothDer | Calc | Derivative of Smoothed Population (U.S.) | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| POPTHM_Log | Calc | Log of Population (U.S.) | log() | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| POPTHM_mva200 | Calc | Population (U.S.) 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| POPTHM_mva050 | Calc | Population (U.S.) 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| LNU03000000_YoY | Calc | Unemployment Level (NSA) Year over Year | Percent | -1.00 | 1948-01-01 | 2020-03-01 | FALSE | FALSE |
| LNU03000000_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level (NSA) | /period | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| LNU03000000_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Unemployment Level (NSA) | /period | -1.00 | 1948-01-01 | 2020-03-01 | FALSE | FALSE |
| LNU03000000_SmoothDer | Calc | Derivative of Smoothed Unemployment Level (NSA) | /period | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| LNU03000000_Log | Calc | Log of Unemployment Level (NSA) | log() | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| LNU03000000_mva200 | Calc | Unemployment Level (NSA) 200 Day MA | 200 Day MA | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| LNU03000000_mva050 | Calc | Unemployment Level (NSA) 50 Day MA | 50 Day MA | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNEMPLOY_YoY | Calc | Unemployment Level, seasonally adjusted Year over Year | Percent | -1.00 | 1948-01-01 | 2020-03-01 | FALSE | FALSE |
| UNEMPLOY_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level, seasonally adjusted | /period | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNEMPLOY_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Unemployment Level, seasonally adjusted | /period | -1.00 | 1948-01-01 | 2020-03-01 | FALSE | FALSE |
| UNEMPLOY_SmoothDer | Calc | Derivative of Smoothed Unemployment Level, seasonally adjusted | /period | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNEMPLOY_Log | Calc | Log of Unemployment Level, seasonally adjusted | log() | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNEMPLOY_mva200 | Calc | Unemployment Level, seasonally adjusted 200 Day MA | 200 Day MA | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| UNEMPLOY_mva050 | Calc | Unemployment Level, seasonally adjusted 50 Day MA | 50 Day MA | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| RSAFS_YoY | Calc | Advance Retail Sales: Retail and Food Services Year over Year | Percent | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RSAFS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Advance Retail Sales: Retail and Food Services | /period | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RSAFS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Advance Retail Sales: Retail and Food Services | /period | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RSAFS_SmoothDer | Calc | Derivative of Smoothed Advance Retail Sales: Retail and Food Services | /period | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| RSAFS_Log | Calc | Log of Advance Retail Sales: Retail and Food Services | log() | -1.00 | 1992-01-01 | 2020-02-01 | TRUE | FALSE |
| RSAFS_mva200 | Calc | Advance Retail Sales: Retail and Food Services 200 Day MA | 200 Day MA | -1.00 | 1992-01-01 | 2020-02-01 | TRUE | TRUE |
| RSAFS_mva050 | Calc | Advance Retail Sales: Retail and Food Services 50 Day MA | 50 Day MA | -1.00 | 1992-01-01 | 2020-02-01 | FALSE | FALSE |
| FRGSHPUSM649NCIS_YoY | Calc | Cass Freight Index: Shipments Year over Year | Percent | -1.00 | 1990-01-01 | 2020-02-01 | FALSE | FALSE |
| FRGSHPUSM649NCIS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Cass Freight Index: Shipments | /period | -1.00 | 1990-01-01 | 2020-02-01 | TRUE | FALSE |
| FRGSHPUSM649NCIS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Cass Freight Index: Shipments | /period | -1.00 | 1990-01-01 | 2020-02-01 | FALSE | FALSE |
| FRGSHPUSM649NCIS_SmoothDer | Calc | Derivative of Smoothed Cass Freight Index: Shipments | /period | -1.00 | 1990-01-01 | 2020-02-01 | TRUE | TRUE |
| FRGSHPUSM649NCIS_Log | Calc | Log of Cass Freight Index: Shipments | log() | -1.00 | 1990-01-01 | 2020-02-01 | TRUE | FALSE |
| FRGSHPUSM649NCIS_mva200 | Calc | Cass Freight Index: Shipments 200 Day MA | 200 Day MA | -1.00 | 1990-01-01 | 2020-02-01 | FALSE | FALSE |
| FRGSHPUSM649NCIS_mva050 | Calc | Cass Freight Index: Shipments 50 Day MA | 50 Day MA | -1.00 | 1990-01-01 | 2020-02-01 | TRUE | FALSE |
| TERMCBPER24NS_YoY | Calc | Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan Year over Year | Percent | -1.00 | 1972-02-01 | 2020-02-01 | FALSE | FALSE |
| TERMCBPER24NS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan | /period | -1.00 | 1972-02-01 | 2020-02-01 | FALSE | FALSE |
| TERMCBPER24NS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan | /period | -1.00 | 1972-02-01 | 2020-02-01 | FALSE | FALSE |
| TERMCBPER24NS_SmoothDer | Calc | Derivative of Smoothed Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan | /period | -1.00 | 1972-02-01 | 2020-02-01 | TRUE | FALSE |
| TERMCBPER24NS_Log | Calc | Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan | log() | -1.00 | 1972-02-01 | 2020-02-01 | TRUE | FALSE |
| TERMCBPER24NS_mva200 | Calc | Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 200 Day MA | 200 Day MA | -1.00 | 1972-02-01 | 2020-02-01 | FALSE | FALSE |
| TERMCBPER24NS_mva050 | Calc | Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA | 50 Day MA | -1.00 | 1972-02-01 | 2020-02-01 | FALSE | FALSE |
| A065RC1A027NBEA_YoY | Calc | Personal income (NSA) Year over Year | Percent | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | FALSE |
| A065RC1A027NBEA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Personal income (NSA) | /period | -1.00 | 1929-01-01 | 2019-01-01 | FALSE | FALSE |
| A065RC1A027NBEA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Personal income (NSA) | /period | -1.00 | 1929-01-01 | 2019-01-01 | FALSE | FALSE |
| A065RC1A027NBEA_SmoothDer | Calc | Derivative of Smoothed Personal income (NSA) | /period | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | TRUE |
| A065RC1A027NBEA_Log | Calc | Log of Personal income (NSA) | log() | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | TRUE |
| A065RC1A027NBEA_mva200 | Calc | Personal income (NSA) 200 Day MA | 200 Day MA | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | TRUE |
| A065RC1A027NBEA_mva050 | Calc | Personal income (NSA) 50 Day MA | 50 Day MA | -1.00 | 1929-01-01 | 2019-01-01 | TRUE | TRUE |
| PI_YoY | Calc | Personal income (SA) Year over Year | Percent | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| PI_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Personal income (SA) | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PI_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Personal income (SA) | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| PI_SmoothDer | Calc | Derivative of Smoothed Personal income (SA) | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PI_Log | Calc | Log of Personal income (SA) | log() | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PI_mva200 | Calc | Personal income (SA) 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| PI_mva050 | Calc | Personal income (SA) 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| SPY.Open_YoY | Calc | Year over Year | Percent | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | FALSE |
| SPY.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Open_Log | Calc | Log of | log() | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.High_YoY | Calc | Year over Year | Percent | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | FALSE |
| SPY.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.High_Log | Calc | Log of | log() | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Low_YoY | Calc | Year over Year | Percent | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | FALSE |
| SPY.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Low_Log | Calc | Log of | log() | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Close_YoY | Calc | Year over Year | Percent | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | FALSE |
| SPY.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Close_Log | Calc | Log of | log() | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | TRUE |
| SPY.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | TRUE |
| SPY.Volume_Log | Calc | Log of | log() | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | TRUE |
| SPY.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | TRUE |
| SPY.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | FALSE |
| SPY.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Adjusted_Log | Calc | Log of | log() | -1.00 | 1993-01-29 | 2020-04-08 | TRUE | FALSE |
| SPY.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| SPY.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1993-01-29 | 2020-04-08 | FALSE | FALSE |
| MDY.Open_YoY | Calc | Year over Year | Percent | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Open_Log | Calc | Log of | log() | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.High_YoY | Calc | Year over Year | Percent | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.High_Log | Calc | Log of | log() | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Low_YoY | Calc | Year over Year | Percent | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Low_Log | Calc | Log of | log() | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Close_YoY | Calc | Year over Year | Percent | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Close_Log | Calc | Log of | log() | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1995-05-04 | 2020-04-08 | TRUE | TRUE |
| MDY.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1995-05-04 | 2020-04-08 | TRUE | TRUE |
| MDY.Volume_Log | Calc | Log of | log() | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | TRUE | TRUE |
| MDY.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | TRUE | TRUE |
| MDY.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Adjusted_Log | Calc | Log of | log() | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| MDY.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1995-05-04 | 2020-04-08 | FALSE | FALSE |
| EES.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Open_Log | Calc | Log of | log() | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.High_YoY | Calc | Year over Year | Percent | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.High_Log | Calc | Log of | log() | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Low_Log | Calc | Log of | log() | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Close_Log | Calc | Log of | log() | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-02-23 | 2020-04-08 | TRUE | TRUE |
| EES.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-02-23 | 2020-04-08 | TRUE | TRUE |
| EES.Volume_Log | Calc | Log of | log() | -1.00 | 2007-02-23 | 2020-04-08 | TRUE | TRUE |
| EES.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | TRUE | TRUE |
| EES.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Adjusted_Log | Calc | Log of | log() | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| EES.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-02-23 | 2020-04-08 | FALSE | FALSE |
| IJR.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Open_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.High_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.High_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Low_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Close_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IJR.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IJR.Volume_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IJR.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IJR.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Adjusted_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IJR.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Open_YoY | Calc | Year over Year | Percent | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | FALSE |
| VGSTX.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Open_Log | Calc | Log of | log() | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.High_YoY | Calc | Year over Year | Percent | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | FALSE |
| VGSTX.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.High_Log | Calc | Log of | log() | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Low_YoY | Calc | Year over Year | Percent | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | FALSE |
| VGSTX.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Low_Log | Calc | Log of | log() | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Close_YoY | Calc | Year over Year | Percent | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | FALSE |
| VGSTX.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Close_Log | Calc | Log of | log() | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 1985-03-29 | 2020-04-08 | NA | NA |
| VGSTX.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | TRUE |
| VGSTX.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | TRUE |
| VGSTX.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | TRUE |
| VGSTX.Volume_Log | Calc | Log of | log() | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | TRUE |
| VGSTX.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | TRUE |
| VGSTX.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | TRUE |
| VGSTX.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1985-03-29 | 2020-04-08 | TRUE | FALSE |
| VGSTX.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Adjusted_Log | Calc | Log of | log() | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VGSTX.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1985-03-29 | 2020-04-08 | FALSE | FALSE |
| VFINX.Open_YoY | Calc | Year over Year | Percent | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Open_Log | Calc | Log of | log() | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.High_YoY | Calc | Year over Year | Percent | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.High_Log | Calc | Log of | log() | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Low_YoY | Calc | Year over Year | Percent | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Low_Log | Calc | Log of | log() | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Close_YoY | Calc | Year over Year | Percent | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Close_Log | Calc | Log of | log() | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 1980-01-02 | 2020-04-08 | NA | NA |
| VFINX.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | TRUE |
| VFINX.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | TRUE |
| VFINX.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | TRUE |
| VFINX.Volume_Log | Calc | Log of | log() | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | TRUE |
| VFINX.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | TRUE |
| VFINX.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | TRUE |
| VFINX.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Adjusted_Log | Calc | Log of | log() | -1.00 | 1980-01-02 | 2020-04-08 | TRUE | FALSE |
| VFINX.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VFINX.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1980-01-02 | 2020-04-08 | FALSE | FALSE |
| VOE.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Open_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.High_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.High_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Low_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Close_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | TRUE |
| VOE.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | TRUE |
| VOE.Volume_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | TRUE |
| VOE.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | TRUE |
| VOE.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Adjusted_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOE.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | FALSE |
| VOT.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Open_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.High_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | FALSE |
| VOT.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.High_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | FALSE |
| VOT.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Low_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | FALSE |
| VOT.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Close_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | FALSE |
| VOT.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | TRUE |
| VOT.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | TRUE |
| VOT.Volume_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | TRUE |
| VOT.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | TRUE |
| VOT.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | FALSE |
| VOT.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Adjusted_Log | Calc | Log of | log() | -1.00 | 2006-08-25 | 2020-04-08 | TRUE | FALSE |
| VOT.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| VOT.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-08-25 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | FALSE |
| TMFGX.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Open_Log | Calc | Log of | log() | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.High_YoY | Calc | Year over Year | Percent | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | FALSE |
| TMFGX.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.High_Log | Calc | Log of | log() | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | FALSE |
| TMFGX.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Low_Log | Calc | Log of | log() | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | FALSE |
| TMFGX.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Close_Log | Calc | Log of | log() | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2010-11-02 | 2020-04-08 | NA | NA |
| TMFGX.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | TRUE |
| TMFGX.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | TRUE |
| TMFGX.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | TRUE |
| TMFGX.Volume_Log | Calc | Log of | log() | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | TRUE |
| TMFGX.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | TRUE |
| TMFGX.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | TRUE |
| TMFGX.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-11-02 | 2020-04-08 | TRUE | FALSE |
| TMFGX.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Adjusted_Log | Calc | Log of | log() | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| TMFGX.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-11-02 | 2020-04-08 | FALSE | FALSE |
| IWM.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Open_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.High_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.High_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Low_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Close_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IWM.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IWM.Volume_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IWM.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | TRUE | TRUE |
| IWM.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Adjusted_Log | Calc | Log of | log() | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| IWM.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2000-05-26 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | FALSE |
| ONEQ.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Open_Log | Calc | Log of | log() | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.High_YoY | Calc | Year over Year | Percent | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | FALSE |
| ONEQ.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.High_Log | Calc | Log of | log() | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | FALSE |
| ONEQ.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Low_Log | Calc | Log of | log() | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | FALSE |
| ONEQ.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | FALSE |
| ONEQ.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Close_Log | Calc | Log of | log() | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | FALSE |
| ONEQ.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | TRUE |
| ONEQ.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | TRUE |
| ONEQ.Volume_Log | Calc | Log of | log() | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | TRUE |
| ONEQ.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | TRUE |
| ONEQ.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | FALSE |
| ONEQ.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Adjusted_Log | Calc | Log of | log() | -1.00 | 2003-10-01 | 2020-04-08 | TRUE | FALSE |
| ONEQ.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| ONEQ.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2003-10-01 | 2020-04-08 | FALSE | FALSE |
| HAINX.Open_YoY | Calc | Year over Year | Percent | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Open_Log | Calc | Log of | log() | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.High_YoY | Calc | Year over Year | Percent | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.High_Log | Calc | Log of | log() | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Low_YoY | Calc | Year over Year | Percent | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Low_Log | Calc | Log of | log() | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Close_YoY | Calc | Year over Year | Percent | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Close_Log | Calc | Log of | log() | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 1987-12-29 | 2020-04-08 | NA | NA |
| HAINX.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1987-12-29 | 2020-04-08 | TRUE | TRUE |
| HAINX.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1987-12-29 | 2020-04-08 | TRUE | TRUE |
| HAINX.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1987-12-29 | 2020-04-08 | TRUE | TRUE |
| HAINX.Volume_Log | Calc | Log of | log() | -1.00 | 1987-12-29 | 2020-04-08 | TRUE | TRUE |
| HAINX.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | TRUE | TRUE |
| HAINX.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | TRUE | TRUE |
| HAINX.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Adjusted_Log | Calc | Log of | log() | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| HAINX.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1987-12-29 | 2020-04-08 | FALSE | FALSE |
| VEU.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Open_Log | Calc | Log of | log() | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.High_YoY | Calc | Year over Year | Percent | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.High_Log | Calc | Log of | log() | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-03-08 | 2020-04-08 | TRUE | FALSE |
| VEU.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Low_Log | Calc | Log of | log() | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Close_Log | Calc | Log of | log() | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-03-08 | 2020-04-08 | TRUE | TRUE |
| VEU.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-03-08 | 2020-04-08 | TRUE | TRUE |
| VEU.Volume_Log | Calc | Log of | log() | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | TRUE | TRUE |
| VEU.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | TRUE | TRUE |
| VEU.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Adjusted_Log | Calc | Log of | log() | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| VEU.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-03-08 | 2020-04-08 | FALSE | FALSE |
| BIL.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Open_Log | Calc | Log of | log() | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | FALSE |
| BIL.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.High_YoY | Calc | Year over Year | Percent | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.High_Log | Calc | Log of | log() | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Low_Log | Calc | Log of | log() | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | FALSE |
| BIL.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Close_Log | Calc | Log of | log() | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Volume_Log | Calc | Log of | log() | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Adjusted_Log | Calc | Log of | log() | -1.00 | 2007-05-30 | 2020-04-08 | FALSE | FALSE |
| BIL.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| BIL.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-05-30 | 2020-04-08 | TRUE | TRUE |
| IVOO.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Open_Log | Calc | Log of | log() | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.High_YoY | Calc | Year over Year | Percent | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.High_Log | Calc | Log of | log() | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Low_Log | Calc | Log of | log() | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Close_Log | Calc | Log of | log() | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-09-09 | 2020-04-08 | TRUE | TRUE |
| IVOO.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-09-09 | 2020-04-08 | TRUE | TRUE |
| IVOO.Volume_Log | Calc | Log of | log() | -1.00 | 2010-09-09 | 2020-04-08 | TRUE | TRUE |
| IVOO.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | TRUE | TRUE |
| IVOO.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | TRUE | TRUE |
| IVOO.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Adjusted_Log | Calc | Log of | log() | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| IVOO.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2010-09-09 | 2020-04-08 | FALSE | FALSE |
| VO.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Open_Log | Calc | Log of | log() | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.High_YoY | Calc | Year over Year | Percent | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.High_Log | Calc | Log of | log() | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2004-01-30 | 2020-04-08 | TRUE | FALSE |
| VO.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Low_Log | Calc | Log of | log() | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2004-01-30 | 2020-04-08 | TRUE | FALSE |
| VO.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Close_Log | Calc | Log of | log() | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2004-01-30 | 2020-04-08 | TRUE | TRUE |
| VO.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2004-01-30 | 2020-04-08 | TRUE | TRUE |
| VO.Volume_Log | Calc | Log of | log() | -1.00 | 2004-01-30 | 2020-04-08 | TRUE | TRUE |
| VO.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | TRUE | TRUE |
| VO.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | TRUE | TRUE |
| VO.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2004-01-30 | 2020-04-08 | TRUE | FALSE |
| VO.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Adjusted_Log | Calc | Log of | log() | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| VO.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2004-01-30 | 2020-04-08 | FALSE | FALSE |
| CZA.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Open_Log | Calc | Log of | log() | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.High_YoY | Calc | Year over Year | Percent | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.High_Log | Calc | Log of | log() | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Low_Log | Calc | Log of | log() | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Close_Log | Calc | Log of | log() | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-04-03 | 2020-04-08 | TRUE | TRUE |
| CZA.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-04-03 | 2020-04-08 | TRUE | TRUE |
| CZA.Volume_Log | Calc | Log of | log() | -1.00 | 2007-04-03 | 2020-04-08 | TRUE | TRUE |
| CZA.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | TRUE | TRUE |
| CZA.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | TRUE | TRUE |
| CZA.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Adjusted_Log | Calc | Log of | log() | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| CZA.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2007-04-03 | 2020-04-08 | FALSE | FALSE |
| VYM.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-11-16 | 2020-04-08 | TRUE | FALSE |
| VYM.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Open_Log | Calc | Log of | log() | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.High_YoY | Calc | Year over Year | Percent | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-11-16 | 2020-04-08 | TRUE | FALSE |
| VYM.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.High_Log | Calc | Log of | log() | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-11-16 | 2020-04-08 | TRUE | FALSE |
| VYM.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Low_Log | Calc | Log of | log() | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-11-16 | 2020-04-08 | TRUE | FALSE |
| VYM.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Close_Log | Calc | Log of | log() | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-11-16 | 2020-04-08 | TRUE | TRUE |
| VYM.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-11-16 | 2020-04-08 | TRUE | TRUE |
| VYM.Volume_Log | Calc | Log of | log() | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | TRUE | TRUE |
| VYM.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | TRUE | TRUE |
| VYM.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2006-11-16 | 2020-04-08 | TRUE | FALSE |
| VYM.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Adjusted_Log | Calc | Log of | log() | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| VYM.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2006-11-16 | 2020-04-08 | FALSE | FALSE |
| ACWI.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2008-03-28 | 2020-04-08 | TRUE | FALSE |
| ACWI.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Open_Log | Calc | Log of | log() | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.High_YoY | Calc | Year over Year | Percent | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.High_Log | Calc | Log of | log() | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2008-03-28 | 2020-04-08 | TRUE | FALSE |
| ACWI.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Low_Log | Calc | Log of | log() | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2008-03-28 | 2020-04-08 | TRUE | FALSE |
| ACWI.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Close_Log | Calc | Log of | log() | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2008-03-28 | 2020-04-08 | TRUE | TRUE |
| ACWI.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2008-03-28 | 2020-04-08 | TRUE | TRUE |
| ACWI.Volume_Log | Calc | Log of | log() | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | TRUE | TRUE |
| ACWI.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | TRUE | TRUE |
| ACWI.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2008-03-28 | 2020-04-08 | TRUE | FALSE |
| ACWI.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Adjusted_Log | Calc | Log of | log() | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| ACWI.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2008-03-28 | 2020-04-08 | FALSE | FALSE |
| SLY.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Open_Log | Calc | Log of | log() | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.High_YoY | Calc | Year over Year | Percent | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.High_Log | Calc | Log of | log() | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Low_Log | Calc | Log of | log() | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Close_Log | Calc | Log of | log() | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2005-11-15 | 2020-04-08 | TRUE | TRUE |
| SLY.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2005-11-15 | 2020-04-08 | TRUE | TRUE |
| SLY.Volume_Log | Calc | Log of | log() | -1.00 | 2005-11-15 | 2020-04-08 | TRUE | TRUE |
| SLY.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | TRUE | TRUE |
| SLY.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Adjusted_Log | Calc | Log of | log() | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| SLY.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2005-11-15 | 2020-04-08 | FALSE | FALSE |
| QQQ.Open_YoY | Calc | Year over Year | Percent | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | FALSE |
| QQQ.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Open_Log | Calc | Log of | log() | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.High_YoY | Calc | Year over Year | Percent | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | FALSE |
| QQQ.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.High_Log | Calc | Log of | log() | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Low_YoY | Calc | Year over Year | Percent | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | FALSE |
| QQQ.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Low_Log | Calc | Log of | log() | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | FALSE |
| QQQ.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Close_YoY | Calc | Year over Year | Percent | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | FALSE |
| QQQ.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Close_Log | Calc | Log of | log() | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | FALSE |
| QQQ.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | TRUE |
| QQQ.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | TRUE |
| QQQ.Volume_Log | Calc | Log of | log() | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | TRUE |
| QQQ.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | TRUE |
| QQQ.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | FALSE |
| QQQ.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Adjusted_Log | Calc | Log of | log() | -1.00 | 1999-03-10 | 2020-04-08 | TRUE | FALSE |
| QQQ.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| QQQ.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1999-03-10 | 2020-04-08 | FALSE | FALSE |
| HYMB.Open_YoY | Calc | Year over Year | Percent | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Open_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Open_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Open_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Open_Log | Calc | Log of | log() | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Open_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Open_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.High_YoY | Calc | Year over Year | Percent | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.High_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.High_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.High_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.High_Log | Calc | Log of | log() | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.High_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.High_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Low_YoY | Calc | Year over Year | Percent | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Low_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Low_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Low_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Low_Log | Calc | Log of | log() | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Low_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Low_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Close_YoY | Calc | Year over Year | Percent | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Close_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Close_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Close_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Close_Log | Calc | Log of | log() | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Close_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Close_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Volume_YoY | Calc | Year over Year | Percent | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Volume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2011-04-14 | 2020-04-08 | TRUE | TRUE |
| HYMB.Volume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Volume_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2011-04-14 | 2020-04-08 | TRUE | TRUE |
| HYMB.Volume_Log | Calc | Log of | log() | -1.00 | 2011-04-14 | 2020-04-08 | TRUE | TRUE |
| HYMB.Volume_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | TRUE | TRUE |
| HYMB.Volume_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | TRUE | TRUE |
| HYMB.Adjusted_YoY | Calc | Year over Year | Percent | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Adjusted_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Adjusted_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Adjusted_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Adjusted_Log | Calc | Log of | log() | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Adjusted_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| HYMB.Adjusted_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 2011-04-14 | 2020-04-08 | FALSE | FALSE |
| A053RC1Q027SBEA_YoY | Calc | National income: Corporate profits before tax (without IVA and CCAdj) Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| A053RC1Q027SBEA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj) | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| A053RC1Q027SBEA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) National income: Corporate profits before tax (without IVA and CCAdj) | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| A053RC1Q027SBEA_SmoothDer | Calc | Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj) | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| A053RC1Q027SBEA_Log | Calc | Log of National income: Corporate profits before tax (without IVA and CCAdj) | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| A053RC1Q027SBEA_mva200 | Calc | National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| A053RC1Q027SBEA_mva050 | Calc | National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CPROFIT_YoY | Calc | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CPROFIT_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CPROFIT_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CPROFIT_SmoothDer | Calc | Derivative of Smoothed Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CPROFIT_Log | Calc | Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CPROFIT_mva200 | Calc | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CPROFIT_mva050 | Calc | Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ISMMANPMI_YoY | Calc | Institute of Supply Managment PMI Composite Index Year over Year | Percent | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | FALSE |
| ISMMANPMI_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Institute of Supply Managment PMI Composite Index | /period | -1.00 | 1948-01-01 | 2020-03-01 | FALSE | FALSE |
| ISMMANPMI_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Institute of Supply Managment PMI Composite Index | /period | -1.00 | 1948-01-01 | 2020-03-01 | FALSE | FALSE |
| ISMMANPMI_SmoothDer | Calc | Derivative of Smoothed Institute of Supply Managment PMI Composite Index | /period | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | TRUE |
| ISMMANPMI_Log | Calc | Log of Institute of Supply Managment PMI Composite Index | log() | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | FALSE |
| ISMMANPMI_mva200 | Calc | Institute of Supply Managment PMI Composite Index 200 Day MA | 200 Day MA | -1.00 | 1948-01-01 | 2020-03-01 | TRUE | FALSE |
| ISMMANPMI_mva050 | Calc | Institute of Supply Managment PMI Composite Index 50 Day MA | 50 Day MA | -1.00 | 1948-01-01 | 2020-03-01 | FALSE | FALSE |
| MULTPLSP500PERATIOMONTH_YoY | Calc | S&P 500 TTM P/E Year over Year | Percent | -1.00 | 1910-01-01 | 2020-04-01 | FALSE | FALSE |
| MULTPLSP500PERATIOMONTH_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) S&P 500 TTM P/E | /period | -1.00 | 1910-01-01 | 2020-04-01 | FALSE | FALSE |
| MULTPLSP500PERATIOMONTH_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) S&P 500 TTM P/E | /period | -1.00 | 1910-01-01 | 2020-04-01 | FALSE | FALSE |
| MULTPLSP500PERATIOMONTH_SmoothDer | Calc | Derivative of Smoothed S&P 500 TTM P/E | /period | -1.00 | 1910-01-01 | 2020-04-01 | FALSE | FALSE |
| MULTPLSP500PERATIOMONTH_Log | Calc | Log of S&P 500 TTM P/E | log() | -1.00 | 1910-01-01 | 2020-04-01 | FALSE | FALSE |
| MULTPLSP500PERATIOMONTH_mva200 | Calc | S&P 500 TTM P/E 200 Day MA | 200 Day MA | -1.00 | 1910-01-01 | 2020-04-01 | FALSE | FALSE |
| MULTPLSP500PERATIOMONTH_mva050 | Calc | S&P 500 TTM P/E 50 Day MA | 50 Day MA | -1.00 | 1910-01-01 | 2020-04-01 | FALSE | FALSE |
| MULTPLSP500SALESQUARTER_YoY | Calc | S&P 500 TTM Sales (Not Inflation Adjusted) Year over Year | Percent | -1.00 | 2000-12-31 | 2019-09-30 | FALSE | FALSE |
| MULTPLSP500SALESQUARTER_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) S&P 500 TTM Sales (Not Inflation Adjusted) | /period | -1.00 | 2000-12-31 | 2019-09-30 | FALSE | FALSE |
| MULTPLSP500SALESQUARTER_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) S&P 500 TTM Sales (Not Inflation Adjusted) | /period | -1.00 | 2000-12-31 | 2019-09-30 | FALSE | FALSE |
| MULTPLSP500SALESQUARTER_SmoothDer | Calc | Derivative of Smoothed S&P 500 TTM Sales (Not Inflation Adjusted) | /period | -1.00 | 2000-12-31 | 2019-09-30 | FALSE | FALSE |
| MULTPLSP500SALESQUARTER_Log | Calc | Log of S&P 500 TTM Sales (Not Inflation Adjusted) | log() | -1.00 | 2000-12-31 | 2019-09-30 | TRUE | TRUE |
| MULTPLSP500SALESQUARTER_mva200 | Calc | S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA | 200 Day MA | -1.00 | 2000-12-31 | 2019-09-30 | TRUE | TRUE |
| MULTPLSP500SALESQUARTER_mva050 | Calc | S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA | 50 Day MA | -1.00 | 2000-12-31 | 2019-09-30 | TRUE | TRUE |
| MULTPLSP500DIVYIELDMONTH_YoY | Calc | S&P 500 Dividend Yield by Month Year over Year | Percent | -1.00 | 1910-01-31 | 2020-04-01 | TRUE | TRUE |
| MULTPLSP500DIVYIELDMONTH_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend Yield by Month | /period | -1.00 | 1910-01-31 | 2020-04-01 | TRUE | TRUE |
| MULTPLSP500DIVYIELDMONTH_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) S&P 500 Dividend Yield by Month | /period | -1.00 | 1910-01-31 | 2020-04-01 | FALSE | FALSE |
| MULTPLSP500DIVYIELDMONTH_SmoothDer | Calc | Derivative of Smoothed S&P 500 Dividend Yield by Month | /period | -1.00 | 1910-01-31 | 2020-04-01 | TRUE | TRUE |
| MULTPLSP500DIVYIELDMONTH_Log | Calc | Log of S&P 500 Dividend Yield by Month | log() | -1.00 | 1910-01-31 | 2020-04-01 | TRUE | TRUE |
| MULTPLSP500DIVYIELDMONTH_mva200 | Calc | S&P 500 Dividend Yield by Month 200 Day MA | 200 Day MA | -1.00 | 1910-01-31 | 2020-04-01 | TRUE | TRUE |
| MULTPLSP500DIVYIELDMONTH_mva050 | Calc | S&P 500 Dividend Yield by Month 50 Day MA | 50 Day MA | -1.00 | 1910-01-31 | 2020-04-01 | TRUE | TRUE |
| MULTPLSP500DIVMONTH_YoY | Calc | S&P 500 Dividend by Month (Inflation Adjusted) Year over Year | Percent | -1.00 | 1871-01-31 | 2020-03-31 | FALSE | FALSE |
| MULTPLSP500DIVMONTH_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend by Month (Inflation Adjusted) | /period | -1.00 | 1871-01-31 | 2020-03-31 | TRUE | TRUE |
| MULTPLSP500DIVMONTH_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) S&P 500 Dividend by Month (Inflation Adjusted) | /period | -1.00 | 1871-01-31 | 2020-03-31 | FALSE | FALSE |
| MULTPLSP500DIVMONTH_SmoothDer | Calc | Derivative of Smoothed S&P 500 Dividend by Month (Inflation Adjusted) | /period | -1.00 | 1871-01-31 | 2020-03-31 | TRUE | TRUE |
| MULTPLSP500DIVMONTH_Log | Calc | Log of S&P 500 Dividend by Month (Inflation Adjusted) | log() | -1.00 | 1871-01-31 | 2020-03-31 | TRUE | TRUE |
| MULTPLSP500DIVMONTH_mva200 | Calc | S&P 500 Dividend by Month (Inflation Adjusted) 200 Day MA | 200 Day MA | -1.00 | 1871-01-31 | 2020-03-31 | TRUE | TRUE |
| MULTPLSP500DIVMONTH_mva050 | Calc | S&P 500 Dividend by Month (Inflation Adjusted) 50 Day MA | 50 Day MA | -1.00 | 1871-01-31 | 2020-03-31 | TRUE | TRUE |
| CHRISCMEHG1_YoY | Calc | Copper Futures, Continuous Contract #1 (HG1) (Front Month) Year over Year | Percent | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| CHRISCMEHG1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Copper Futures, Continuous Contract #1 (HG1) (Front Month) | /period | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| CHRISCMEHG1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Copper Futures, Continuous Contract #1 (HG1) (Front Month) | /period | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| CHRISCMEHG1_SmoothDer | Calc | Derivative of Smoothed Copper Futures, Continuous Contract #1 (HG1) (Front Month) | /period | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| CHRISCMEHG1_Log | Calc | Log of Copper Futures, Continuous Contract #1 (HG1) (Front Month) | log() | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| CHRISCMEHG1_mva200 | Calc | Copper Futures, Continuous Contract #1 (HG1) (Front Month) 200 Day MA | 200 Day MA | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| CHRISCMEHG1_mva050 | Calc | Copper Futures, Continuous Contract #1 (HG1) (Front Month) 50 Day MA | 50 Day MA | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| WWDIWLDISAIRGOODMTK1_YoY | Calc | Air transport, freight Year over Year | Percent | -1.00 | 1871-01-01 | 1900-01-01 | TRUE | FALSE |
| WWDIWLDISAIRGOODMTK1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Air transport, freight | /period | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| WWDIWLDISAIRGOODMTK1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Air transport, freight | /period | -1.00 | 1871-01-01 | 1900-01-01 | FALSE | FALSE |
| WWDIWLDISAIRGOODMTK1_SmoothDer | Calc | Derivative of Smoothed Air transport, freight | /period | -1.00 | 1871-01-01 | 1900-01-01 | TRUE | TRUE |
| WWDIWLDISAIRGOODMTK1_Log | Calc | Log of Air transport, freight | log() | -1.00 | 1871-01-01 | 1900-01-01 | TRUE | TRUE |
| WWDIWLDISAIRGOODMTK1_mva200 | Calc | Air transport, freight 200 Day MA | 200 Day MA | -1.00 | 1871-01-01 | 1900-01-01 | TRUE | TRUE |
| WWDIWLDISAIRGOODMTK1_mva050 | Calc | Air transport, freight 50 Day MA | 50 Day MA | -1.00 | 1871-01-01 | 1900-01-01 | TRUE | TRUE |
| FARMINCOME_YoY | Calc | Net Farm Income Year over Year | Percent | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | FALSE |
| FARMINCOME_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Net Farm Income | /period | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| FARMINCOME_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Net Farm Income | /period | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| FARMINCOME_SmoothDer | Calc | Derivative of Smoothed Net Farm Income | /period | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| FARMINCOME_Log | Calc | Log of Net Farm Income | log() | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| FARMINCOME_mva200 | Calc | Net Farm Income 200 Day MA | 200 Day MA | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| FARMINCOME_mva050 | Calc | Net Farm Income 50 Day MA | 50 Day MA | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| OPEARNINGSPERSHARE_YoY | Calc | Operating Earnings per Share Year over Year | Percent | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| OPEARNINGSPERSHARE_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Operating Earnings per Share | /period | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| OPEARNINGSPERSHARE_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Operating Earnings per Share | /period | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| OPEARNINGSPERSHARE_SmoothDer | Calc | Derivative of Smoothed Operating Earnings per Share | /period | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| OPEARNINGSPERSHARE_Log | Calc | Log of Operating Earnings per Share | log() | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| OPEARNINGSPERSHARE_mva200 | Calc | Operating Earnings per Share 200 Day MA | 200 Day MA | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| OPEARNINGSPERSHARE_mva050 | Calc | Operating Earnings per Share 50 Day MA | 50 Day MA | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| AREARNINGSPERSHARE_YoY | Calc | As-Reported Earnings per Share Year over Year | Percent | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| AREARNINGSPERSHARE_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) As-Reported Earnings per Share | /period | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| AREARNINGSPERSHARE_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) As-Reported Earnings per Share | /period | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| AREARNINGSPERSHARE_SmoothDer | Calc | Derivative of Smoothed As-Reported Earnings per Share | /period | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| AREARNINGSPERSHARE_Log | Calc | Log of As-Reported Earnings per Share | log() | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| AREARNINGSPERSHARE_mva200 | Calc | As-Reported Earnings per Share 200 Day MA | 200 Day MA | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | FALSE |
| AREARNINGSPERSHARE_mva050 | Calc | As-Reported Earnings per Share 50 Day MA | 50 Day MA | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| CASHDIVIDENDSPERSHR_YoY | Calc | Cash Dividends per Share Year over Year | Percent | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| CASHDIVIDENDSPERSHR_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Cash Dividends per Share | /period | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| CASHDIVIDENDSPERSHR_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Cash Dividends per Share | /period | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| CASHDIVIDENDSPERSHR_SmoothDer | Calc | Derivative of Smoothed Cash Dividends per Share | /period | -1.00 | 2012-01-01 | 2019-01-01 | FALSE | FALSE |
| CASHDIVIDENDSPERSHR_Log | Calc | Log of Cash Dividends per Share | log() | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| CASHDIVIDENDSPERSHR_mva200 | Calc | Cash Dividends per Share 200 Day MA | 200 Day MA | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| CASHDIVIDENDSPERSHR_mva050 | Calc | Cash Dividends per Share 50 Day MA | 50 Day MA | -1.00 | 2012-01-01 | 2019-01-01 | TRUE | TRUE |
| FINRAMarginDebt_YoY | Calc | Margin Debt Year over Year | Percent | -1.00 | 1959-01-31 | 2019-12-31 | FALSE | FALSE |
| FINRAMarginDebt_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Margin Debt | /period | -1.00 | 1959-01-31 | 2019-12-31 | TRUE | TRUE |
| FINRAMarginDebt_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Margin Debt | /period | -1.00 | 1959-01-31 | 2019-12-31 | FALSE | FALSE |
| FINRAMarginDebt_SmoothDer | Calc | Derivative of Smoothed Margin Debt | /period | -1.00 | 1959-01-31 | 2019-12-31 | TRUE | TRUE |
| FINRAMarginDebt_Log | Calc | Log of Margin Debt | log() | -1.00 | 1959-01-31 | 2019-12-31 | TRUE | TRUE |
| FINRAMarginDebt_mva200 | Calc | Margin Debt 200 Day MA | 200 Day MA | -1.00 | 1959-01-31 | 2019-12-31 | TRUE | FALSE |
| FINRAMarginDebt_mva050 | Calc | Margin Debt 50 Day MA | 50 Day MA | -1.00 | 1959-01-31 | 2019-12-31 | TRUE | TRUE |
| FINRAFreeCreditMargin_YoY | Calc | Free Credit Balances in Customers’ Securities Margin Accounts Year over Year | Percent | -1.00 | 1959-01-31 | 1900-01-01 | TRUE | FALSE |
| FINRAFreeCreditMargin_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Free Credit Balances in Customers’ Securities Margin Accounts | /period | -1.00 | 1959-01-31 | 1900-01-01 | FALSE | FALSE |
| FINRAFreeCreditMargin_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Free Credit Balances in Customers’ Securities Margin Accounts | /period | -1.00 | 1959-01-31 | 1900-01-01 | FALSE | FALSE |
| FINRAFreeCreditMargin_SmoothDer | Calc | Derivative of Smoothed Free Credit Balances in Customers’ Securities Margin Accounts | /period | -1.00 | 1959-01-31 | 1900-01-01 | FALSE | FALSE |
| FINRAFreeCreditMargin_Log | Calc | Log of Free Credit Balances in Customers’ Securities Margin Accounts | log() | -1.00 | 1959-01-31 | 1900-01-01 | TRUE | FALSE |
| FINRAFreeCreditMargin_mva200 | Calc | Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA | 200 Day MA | -1.00 | 1959-01-31 | 1900-01-01 | TRUE | TRUE |
| FINRAFreeCreditMargin_mva050 | Calc | Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA | 50 Day MA | -1.00 | 1959-01-31 | 1900-01-01 | TRUE | FALSE |
| OCCEquityVolume_YoY | Calc | Equity Options Volume Year over Year | Percent | -1.00 | 1973-12-31 | 2019-09-25 | FALSE | FALSE |
| OCCEquityVolume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Equity Options Volume | /period | -1.00 | 1973-12-31 | 2019-09-25 | TRUE | FALSE |
| OCCEquityVolume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Equity Options Volume | /period | -1.00 | 1973-12-31 | 2019-09-25 | FALSE | FALSE |
| OCCEquityVolume_SmoothDer | Calc | Derivative of Smoothed Equity Options Volume | /period | -1.00 | 1973-12-31 | 2019-09-25 | FALSE | FALSE |
| OCCEquityVolume_Log | Calc | Log of Equity Options Volume | log() | -1.00 | 1973-12-31 | 2019-09-25 | TRUE | TRUE |
| OCCEquityVolume_mva200 | Calc | Equity Options Volume 200 Day MA | 200 Day MA | -1.00 | 1973-12-31 | 2019-09-25 | FALSE | FALSE |
| OCCEquityVolume_mva050 | Calc | Equity Options Volume 50 Day MA | 50 Day MA | -1.00 | 1973-12-31 | 2019-09-25 | TRUE | FALSE |
| OCCNonEquityVolume_YoY | Calc | Non-Equity Options Volume Year over Year | Percent | -1.00 | 1973-12-31 | 2019-09-25 | FALSE | FALSE |
| OCCNonEquityVolume_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Non-Equity Options Volume | /period | -1.00 | 1973-12-31 | 2019-09-25 | TRUE | FALSE |
| OCCNonEquityVolume_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Non-Equity Options Volume | /period | -1.00 | 1973-12-31 | 2019-09-25 | FALSE | FALSE |
| OCCNonEquityVolume_SmoothDer | Calc | Derivative of Smoothed Non-Equity Options Volume | /period | -1.00 | 1973-12-31 | 2019-09-25 | FALSE | FALSE |
| OCCNonEquityVolume_Log | Calc | Log of Non-Equity Options Volume | log() | -1.00 | 1973-12-31 | 2019-09-25 | TRUE | TRUE |
| OCCNonEquityVolume_mva200 | Calc | Non-Equity Options Volume 200 Day MA | 200 Day MA | -1.00 | 1973-12-31 | 2019-09-25 | FALSE | FALSE |
| OCCNonEquityVolume_mva050 | Calc | Non-Equity Options Volume 50 Day MA | 50 Day MA | -1.00 | 1973-12-31 | 2019-09-25 | TRUE | FALSE |
| RSALESAGG_YoY | Calc | Real Retail and Food Services Sales (RRSFS and RSALES) Year over Year | Percent | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| RSALESAGG_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Retail and Food Services Sales (RRSFS and RSALES) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| RSALESAGG_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Retail and Food Services Sales (RRSFS and RSALES) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| RSALESAGG_SmoothDer | Calc | Derivative of Smoothed Real Retail and Food Services Sales (RRSFS and RSALES) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| RSALESAGG_Log | Calc | Log of Real Retail and Food Services Sales (RRSFS and RSALES) | log() | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| RSALESAGG_mva200 | Calc | Real Retail and Food Services Sales (RRSFS and RSALES) 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| RSALESAGG_mva050 | Calc | Real Retail and Food Services Sales (RRSFS and RSALES) 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA_YoY | Calc | Business Loans (Montlhy) SA - NSA Year over Year | Percent | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA | /period | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Montlhy) SA - NSA | /period | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA_SmoothDer | Calc | Derivative of Smoothed Business Loans (Montlhy) SA - NSA | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA_Log | Calc | Log of Business Loans (Montlhy) SA - NSA | log() | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| BUSLOANS.minus.BUSLOANSNSA_mva200 | Calc | Business Loans (Montlhy) SA - NSA 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA_mva050 | Calc | Business Loans (Montlhy) SA - NSA 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA.by.GDP_YoY | Calc | Business Loans (Montlhy) SA - NSA divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Montlhy) SA - NSA divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA.by.GDP_SmoothDer | Calc | Derivative of Smoothed Business Loans (Montlhy) SA - NSA divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log | Calc | Log of Business Loans (Montlhy) SA - NSA divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva200 | Calc | Business Loans (Montlhy) SA - NSA divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva050 | Calc | Business Loans (Montlhy) SA - NSA divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.by.GDP_YoY | Calc | Business Loans Normalized by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| BUSLOANS.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| BUSLOANS.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.by.GDP_SmoothDer | Calc | Derivative of Smoothed Business Loans Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| BUSLOANS.by.GDP_Log | Calc | Log of Business Loans Normalized by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| BUSLOANS.by.GDP_mva200 | Calc | Business Loans Normalized by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.by.GDP_mva050 | Calc | Business Loans Normalized by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| BUSLOANS.INTEREST_YoY | Calc | Business Loans (Monthly, SA) Adjusted Interest Burdens Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| BUSLOANS.INTEREST_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| BUSLOANS.INTEREST_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| BUSLOANS.INTEREST_SmoothDer | Calc | Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| BUSLOANS.INTEREST_Log | Calc | Log of Business Loans (Monthly, SA) Adjusted Interest Burdens | log() | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| BUSLOANS.INTEREST_mva200 | Calc | Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| BUSLOANS.INTEREST_mva050 | Calc | Business Loans (Monthly, SA) Adjusted Interest Burdens 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| BUSLOANS.INTEREST.by.GDP_YoY | Calc | Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.INTEREST.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.INTEREST.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.INTEREST.by.GDP_SmoothDer | Calc | Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.INTEREST.by.GDP_Log | Calc | Log of Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.INTEREST.by.GDP_mva200 | Calc | Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANS.INTEREST.by.GDP_mva050 | Calc | Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANSNSA.by.GDP_YoY | Calc | Business Loans Normalized by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| BUSLOANSNSA.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| BUSLOANSNSA.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| BUSLOANSNSA.by.GDP_SmoothDer | Calc | Derivative of Smoothed Business Loans Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| BUSLOANSNSA.by.GDP_Log | Calc | Log of Business Loans Normalized by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| BUSLOANSNSA.by.GDP_mva200 | Calc | Business Loans Normalized by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| BUSLOANSNSA.by.GDP_mva050 | Calc | Business Loans Normalized by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| TOTCI.by.GDP_YoY | Calc | Business Loans (Weekly, SA) Normalized by GDP Year over Year | Percent | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCI.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP | /period | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCI.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Weekly, SA) Normalized by GDP | /period | -1.00 | 1973-01-03 | 2019-10-01 | FALSE | FALSE |
| TOTCI.by.GDP_SmoothDer | Calc | Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP | /period | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCI.by.GDP_Log | Calc | Log of Business Loans (Weekly, SA) Normalized by GDP | log() | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCI.by.GDP_mva200 | Calc | Business Loans (Weekly, SA) Normalized by GDP 200 Day MA | 200 Day MA | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCI.by.GDP_mva050 | Calc | Business Loans (Weekly, SA) Normalized by GDP 50 Day MA | 50 Day MA | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA.by.GDP_YoY | Calc | Business Loans (Weekly, NSA) Normalized by GDP Year over Year | Percent | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP | /period | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Weekly, NSA) Normalized by GDP | /period | -1.00 | 1973-01-03 | 2019-10-01 | FALSE | FALSE |
| TOTCINSA.by.GDP_SmoothDer | Calc | Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP | /period | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA.by.GDP_Log | Calc | Log of Business Loans (Weekly, NSA) Normalized by GDP | log() | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA.by.GDP_mva200 | Calc | Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA | 200 Day MA | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA.by.GDP_mva050 | Calc | Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA | 50 Day MA | -1.00 | 1973-01-03 | 2019-10-01 | TRUE | TRUE |
| TOTCINSA.INTEREST_YoY | Calc | Business Loans (Weekly, NSA) Adjusted Interest Burdens Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTCINSA.INTEREST_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Adjusted Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTCINSA.INTEREST_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Weekly, NSA) Adjusted Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTCINSA.INTEREST_SmoothDer | Calc | Derivative of Smoothed Business Loans (Weekly, NSA) Adjusted Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTCINSA.INTEREST_Log | Calc | Log of Business Loans (Weekly, NSA) Adjusted Interest Burdens | log() | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTCINSA.INTEREST_mva200 | Calc | Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTCINSA.INTEREST_mva050 | Calc | Business Loans (Weekly, NSA) Adjusted Interest Burdens 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTCINSA.INTEREST.by.GDP_YoY | Calc | Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTCINSA.INTEREST.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTCINSA.INTEREST.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTCINSA.INTEREST.by.GDP_SmoothDer | Calc | Derivative of Smoothed Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTCINSA.INTEREST.by.GDP_Log | Calc | Log of Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTCINSA.INTEREST.by.GDP_mva200 | Calc | Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTCINSA.INTEREST.by.GDP_mva050 | Calc | Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| W875RX1.by.GDP_YoY | Calc | Real Personal Income Normalized by GDP Year over Year | Percent | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| W875RX1.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP | /period | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| W875RX1.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Real Personal Income Normalized by GDP | /period | -1.00 | 1959-01-01 | 2019-10-01 | FALSE | FALSE |
| W875RX1.by.GDP_SmoothDer | Calc | Derivative of Smoothed Real Personal Income Normalized by GDP | /period | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| W875RX1.by.GDP_Log | Calc | Log of Real Personal Income Normalized by GDP | log() | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| W875RX1.by.GDP_mva200 | Calc | Real Personal Income Normalized by GDP 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| W875RX1.by.GDP_mva050 | Calc | Real Personal Income Normalized by GDP 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| A065RC1A027NBEA.by.GDP_YoY | Calc | Personal Income (NSA) Normalized by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-01-01 | TRUE | TRUE |
| A065RC1A027NBEA.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Personal Income (NSA) Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-01-01 | TRUE | FALSE |
| A065RC1A027NBEA.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Personal Income (NSA) Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-01-01 | FALSE | FALSE |
| A065RC1A027NBEA.by.GDP_SmoothDer | Calc | Derivative of Smoothed Personal Income (NSA) Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-01-01 | TRUE | TRUE |
| A065RC1A027NBEA.by.GDP_Log | Calc | Log of Personal Income (NSA) Normalized by GDP | log() | -1.00 | 1947-01-01 | 2019-01-01 | TRUE | TRUE |
| A065RC1A027NBEA.by.GDP_mva200 | Calc | Personal Income (NSA) Normalized by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-01-01 | FALSE | FALSE |
| A065RC1A027NBEA.by.GDP_mva050 | Calc | Personal Income (NSA) Normalized by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-01-01 | TRUE | FALSE |
| PI.by.GDP_YoY | Calc | Personal Income (SA) Normalized by GDP Year over Year | Percent | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| PI.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP | /period | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| PI.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Personal Income (SA) Normalized by GDP | /period | -1.00 | 1959-01-01 | 2019-10-01 | FALSE | FALSE |
| PI.by.GDP_SmoothDer | Calc | Derivative of Smoothed Personal Income (SA) Normalized by GDP | /period | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| PI.by.GDP_Log | Calc | Log of Personal Income (SA) Normalized by GDP | log() | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| PI.by.GDP_mva200 | Calc | Personal Income (SA) Normalized by GDP 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| PI.by.GDP_mva050 | Calc | Personal Income (SA) Normalized by GDP 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2019-10-01 | TRUE | TRUE |
| A053RC1Q027SBEA.by.GDP_YoY | Calc | National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| A053RC1Q027SBEA.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| A053RC1Q027SBEA.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| A053RC1Q027SBEA.by.GDP_SmoothDer | Calc | Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| A053RC1Q027SBEA.by.GDP_Log | Calc | Log of National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| A053RC1Q027SBEA.by.GDP_mva200 | Calc | National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| A053RC1Q027SBEA.by.GDP_mva050 | Calc | National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CPROFIT.by.GDP_YoY | Calc | National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CPROFIT.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CPROFIT.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CPROFIT.by.GDP_SmoothDer | Calc | Derivative of Smoothed National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CPROFIT.by.GDP_Log | Calc | Log of National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CPROFIT.by.GDP_mva200 | Calc | National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CPROFIT.by.GDP_mva050 | Calc | National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CONSUMERNSA.by.GDP_YoY | Calc | Consumer Loans Not Seasonally Adjusted divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans Not Seasonally Adjusted divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Consumer Loans Not Seasonally Adjusted divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.by.GDP_SmoothDer | Calc | Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.by.GDP_Log | Calc | Log of Consumer Loans Not Seasonally Adjusted divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| CONSUMERNSA.by.GDP_mva200 | Calc | Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| CONSUMERNSA.by.GDP_mva050 | Calc | Consumer Loans Not Seasonally Adjusted divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBM027NBOG.by.GDP_YoY | Calc | Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBM027NBOG.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, NSA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBM027NBOG.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Residental Real Estate Loans (Monthly, NSA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBM027NBOG.by.GDP_SmoothDer | Calc | Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBM027NBOG.by.GDP_Log | Calc | Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| RREACBM027NBOG.by.GDP_mva200 | Calc | Residental Real Estate Loans (Monthly, NSA) divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| RREACBM027NBOG.by.GDP_mva050 | Calc | Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBM027SBOG.by.GDP_YoY | Calc | Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBM027SBOG.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBM027SBOG.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Residental Real Estate Loans (Monthly, SA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBM027SBOG.by.GDP_SmoothDer | Calc | Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBM027SBOG.by.GDP_Log | Calc | Log of Residental Real Estate Loans (Monthly, SA) divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBM027SBOG.by.GDP_mva200 | Calc | Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBM027SBOG.by.GDP_mva050 | Calc | Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027SBOG.by.GDP_YoY | Calc | Residental Real Estate Loans (Weekly, SA) divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027SBOG.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027SBOG.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Residental Real Estate Loans (Weekly, SA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBW027SBOG.by.GDP_SmoothDer | Calc | Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027SBOG.by.GDP_Log | Calc | Log of Residental Real Estate Loans (Weekly, SA) divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027SBOG.by.GDP_mva200 | Calc | Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027SBOG.by.GDP_mva050 | Calc | Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027NBOG.by.GDP_YoY | Calc | Residental Real Estate Loans (Weekly, NSA) divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027NBOG.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBW027NBOG.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Residental Real Estate Loans (Weekly, NSA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBW027NBOG.by.GDP_SmoothDer | Calc | Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBW027NBOG.by.GDP_Log | Calc | Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| RREACBW027NBOG.by.GDP_mva200 | Calc | Residental Real Estate Loans (Weekly, NSA) divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| RREACBW027NBOG.by.GDP_mva050 | Calc | Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| ASHMA.by.GDP_YoY | Calc | Home Mortgages (Quarterly, NSA) divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASHMA.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| ASHMA.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Home Mortgages (Quarterly, NSA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.by.GDP_SmoothDer | Calc | Derivative of Smoothed Home Mortgages (Quarterly, NSA) divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.by.GDP_Log | Calc | Log of Home Mortgages (Quarterly, NSA) divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASHMA.by.GDP_mva200 | Calc | Home Mortgages (Quarterly, NSA) divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.by.GDP_mva050 | Calc | Home Mortgages (Quarterly, NSA) divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| ASHMA.INTEREST_YoY | Calc | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Year over Year | Percent | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASHMA.INTEREST_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | /period | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASHMA.INTEREST_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | /period | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASHMA.INTEREST_SmoothDer | Calc | Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | /period | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASHMA.INTEREST_Log | Calc | Log of Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | log() | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASHMA.INTEREST_mva200 | Calc | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA | 200 Day MA | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASHMA.INTEREST_mva050 | Calc | Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA | 50 Day MA | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASHMA.INTEREST.by.GDP_YoY | Calc | Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.INTEREST.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.INTEREST.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.INTEREST.by.GDP_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.INTEREST.by.GDP_Log | Calc | Log of | log() | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.INTEREST.by.GDP_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASHMA.INTEREST.by.GDP_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.INTEREST_YoY | Calc | Consumer Loans (Not Seasonally Adjusted) Interest Burdens Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| CONSUMERNSA.INTEREST_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| CONSUMERNSA.INTEREST_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Consumer Loans (Not Seasonally Adjusted) Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| CONSUMERNSA.INTEREST_SmoothDer | Calc | Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| CONSUMERNSA.INTEREST_Log | Calc | Log of Consumer Loans (Not Seasonally Adjusted) Interest Burdens | log() | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | FALSE |
| CONSUMERNSA.INTEREST_mva200 | Calc | Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| CONSUMERNSA.INTEREST_mva050 | Calc | Consumer Loans (Not Seasonally Adjusted) Interest Burdens 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| CONSUMERNSA.INTEREST.by.GDP_YoY | Calc | Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.INTEREST.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.INTEREST.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.INTEREST.by.GDP_SmoothDer | Calc | Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.INTEREST.by.GDP_Log | Calc | Log of Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| CONSUMERNSA.INTEREST.by.GDP_mva200 | Calc | Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| CONSUMERNSA.INTEREST.by.GDP_mva050 | Calc | Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA_YoY | Calc | Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) Year over Year | Percent | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| TOTLNNSA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| TOTLNNSA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| TOTLNNSA_SmoothDer | Calc | Derivative of Smoothed Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) | /period | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| TOTLNNSA_Log | Calc | Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) | log() | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | FALSE |
| TOTLNNSA_mva200 | Calc | Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | TRUE | TRUE |
| TOTLNNSA_mva050 | Calc | Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| TOTLNNSA.by.GDP_YoY | Calc | Total Loans Not Seasonally Adjusted divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.by.GDP_SmoothDer | Calc | Derivative of Smoothed Total Loans Not Seasonally Adjusted divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.by.GDP_Log | Calc | Log of Total Loans Not Seasonally Adjusted divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| TOTLNNSA.by.GDP_mva200 | Calc | Total Loans Not Seasonally Adjusted divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| TOTLNNSA.by.GDP_mva050 | Calc | Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.INTEREST_YoY | Calc | Total Loans Not Seasonally Adjusted Interest Burdens Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTLNNSA.INTEREST_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTLNNSA.INTEREST_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTLNNSA.INTEREST_SmoothDer | Calc | Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burdens | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTLNNSA.INTEREST_Log | Calc | Log of Total Loans Not Seasonally Adjusted Interest Burdens | log() | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTLNNSA.INTEREST_mva200 | Calc | Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTLNNSA.INTEREST_mva050 | Calc | Total Loans Not Seasonally Adjusted Interest Burdens 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| TOTLNNSA.INTEREST.by.GDP_YoY | Calc | Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.INTEREST.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.INTEREST.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.INTEREST.by.GDP_SmoothDer | Calc | Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.INTEREST.by.GDP_Log | Calc | Log of Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.INTEREST.by.GDP_mva200 | Calc | Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| TOTLNNSA.INTEREST.by.GDP_mva050 | Calc | Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| WRESBAL.by.GDP_YoY | Calc | Reserve Balances with Federal Reserve Banks Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| WRESBAL.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WRESBAL.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Reserve Balances with Federal Reserve Banks Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| WRESBAL.by.GDP_SmoothDer | Calc | Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WRESBAL.by.GDP_Log | Calc | Log of Reserve Balances with Federal Reserve Banks Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WRESBAL.by.GDP_mva200 | Calc | Reserve Balances with Federal Reserve Banks Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WRESBAL.by.GDP_mva050 | Calc | Reserve Balances with Federal Reserve Banks Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| EXCSRESNW.by.GDP_YoY | Calc | Excess Reserves of Depository Institutions Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| EXCSRESNW.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Excess Reserves of Depository Institutions Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| EXCSRESNW.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Excess Reserves of Depository Institutions Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| EXCSRESNW.by.GDP_SmoothDer | Calc | Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| EXCSRESNW.by.GDP_Log | Calc | Log of Excess Reserves of Depository Institutions Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| EXCSRESNW.by.GDP_mva200 | Calc | Excess Reserves of Depository Institutions Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| EXCSRESNW.by.GDP_mva050 | Calc | Excess Reserves of Depository Institutions Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WLRRAL.by.GDP_YoY | Calc | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| WLRRAL.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WLRRAL.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| WLRRAL.by.GDP_SmoothDer | Calc | Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WLRRAL.by.GDP_Log | Calc | Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WLRRAL.by.GDP_mva200 | Calc | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| WLRRAL.by.GDP_mva050 | Calc | Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| SOFR99.minus.SOFR1_YoY | Calc | Secured Overnight Financing Rate: 99th Percentile - 1st Percentile Year over Year | Percent | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99.minus.SOFR1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile - 1st Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | TRUE | FALSE |
| SOFR99.minus.SOFR1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 99th Percentile - 1st Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99.minus.SOFR1_SmoothDer | Calc | Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile - 1st Percentile | /period | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99.minus.SOFR1_Log | Calc | Log of Secured Overnight Financing Rate: 99th Percentile - 1st Percentile | log() | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99.minus.SOFR1_mva200 | Calc | Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 200 Day MA | 200 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| SOFR99.minus.SOFR1_mva050 | Calc | Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 50 Day MA | 50 Day MA | -1.00 | 2018-04-03 | 2020-04-08 | FALSE | FALSE |
| EXPCH.minus.IMPCH_YoY | Calc | U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) Year over Year | Percent | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPCH.minus.IMPCH_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) | /period | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| EXPCH.minus.IMPCH_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPCH.minus.IMPCH_SmoothDer | Calc | Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) | /period | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| EXPCH.minus.IMPCH_Log | Calc | Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) | log() | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| EXPCH.minus.IMPCH_mva200 | Calc | U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA | 200 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| EXPCH.minus.IMPCH_mva050 | Calc | U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA | 50 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| EXPMX.minus.IMPMX_YoY | Calc | Year over Year | Percent | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPMX.minus.IMPMX_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPMX.minus.IMPMX_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) | /period | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | FALSE |
| EXPMX.minus.IMPMX_SmoothDer | Calc | Derivative of Smoothed | /period | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPMX.minus.IMPMX_Log | Calc | Log of | log() | -1.00 | 1985-01-01 | 2020-02-01 | TRUE | TRUE |
| EXPMX.minus.IMPMX_mva200 | Calc | 200 Day MA | 200 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| EXPMX.minus.IMPMX_mva050 | Calc | 50 Day MA | 50 Day MA | -1.00 | 1985-01-01 | 2020-02-01 | FALSE | FALSE |
| SRPSABSNNCB.by.GDP_YoY | Calc | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| SRPSABSNNCB.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| SRPSABSNNCB.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| SRPSABSNNCB.by.GDP_SmoothDer | Calc | Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| SRPSABSNNCB.by.GDP_Log | Calc | Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| SRPSABSNNCB.by.GDP_mva200 | Calc | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| SRPSABSNNCB.by.GDP_mva050 | Calc | Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| ASTLL.by.GDP_YoY | Calc | All sectors; total loans; liability, Level (NSA) Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| ASTLL.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans; liability, Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASTLL.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; total loans; liability, Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASTLL.by.GDP_SmoothDer | Calc | Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASTLL.by.GDP_Log | Calc | Log of All sectors; total loans; liability, Level (NSA) Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASTLL.by.GDP_mva200 | Calc | All sectors; total loans; liability, Level (NSA) Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASTLL.by.GDP_mva050 | Calc | All sectors; total loans; liability, Level (NSA) Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.by.GDP_YoY | Calc | All sectors; farm mortgages; asset, Level (NSA) Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; farm mortgages; asset, Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; farm mortgages; asset, Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.by.GDP_SmoothDer | Calc | Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.by.GDP_Log | Calc | Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.by.GDP_mva200 | Calc | All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.by.GDP_mva050 | Calc | All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.by.ASTLL_YoY | Calc | All sectors; total loans Divided by farm mortgages Year over Year | Percent | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.by.ASTLL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans Divided by farm mortgages | /period | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.by.ASTLL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All sectors; total loans Divided by farm mortgages | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.by.ASTLL_SmoothDer | Calc | Derivative of Smoothed All sectors; total loans Divided by farm mortgages | /period | -1.00 | 1945-10-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.by.ASTLL_Log | Calc | Log of All sectors; total loans Divided by farm mortgages | log() | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.by.ASTLL_mva200 | Calc | All sectors; total loans Divided by farm mortgages 200 Day MA | 200 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.by.ASTLL_mva050 | Calc | All sectors; total loans Divided by farm mortgages 50 Day MA | 50 Day MA | -1.00 | 1945-10-01 | 2019-10-01 | TRUE | TRUE |
| ASFMA.INTEREST_YoY | Calc | Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Year over Year | Percent | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASFMA.INTEREST_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | /period | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASFMA.INTEREST_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | /period | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASFMA.INTEREST_SmoothDer | Calc | Derivative of Smoothed Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | /period | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASFMA.INTEREST_Log | Calc | Log of Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens | log() | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASFMA.INTEREST_mva200 | Calc | Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA | 200 Day MA | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASFMA.INTEREST_mva050 | Calc | Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA | 50 Day MA | -1.00 | 1971-04-02 | 2020-04-02 | FALSE | FALSE |
| ASFMA.INTEREST.by.GDP_YoY | Calc | Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.INTEREST.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.INTEREST.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.INTEREST.by.GDP_SmoothDer | Calc | Derivative of Smoothed Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.INTEREST.by.GDP_Log | Calc | Log of Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.INTEREST.by.GDP_mva200 | Calc | Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| ASFMA.INTEREST.by.GDP_mva050 | Calc | Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| FARMINCOME.by.GDP_YoY | Calc | Farm Income (Annual, NSA) Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| FARMINCOME.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Farm Income (Annual, NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| FARMINCOME.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Farm Income (Annual, NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| FARMINCOME.by.GDP_SmoothDer | Calc | Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| FARMINCOME.by.GDP_Log | Calc | Log of Farm Income (Annual, NSA) Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| FARMINCOME.by.GDP_mva200 | Calc | Farm Income (Annual, NSA) Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| FARMINCOME.by.GDP_mva050 | Calc | Farm Income (Annual, NSA) Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | FALSE |
| WALCL.by.GDP_YoY | Calc | All Federal Reserve Banks: Total Assets Divided by GDP Year over Year | Percent | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WALCL.by.GDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WALCL.by.GDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) All Federal Reserve Banks: Total Assets Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE |
| WALCL.by.GDP_SmoothDer | Calc | Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP | /period | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WALCL.by.GDP_Log | Calc | Log of All Federal Reserve Banks: Total Assets Divided by GDP | log() | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WALCL.by.GDP_mva200 | Calc | All Federal Reserve Banks: Total Assets Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| WALCL.by.GDP_mva050 | Calc | All Federal Reserve Banks: Total Assets Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1947-01-01 | 2019-10-01 | TRUE | TRUE |
| ECBASSETS.by.EUNNGDP_YoY | Calc | Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year | Percent | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | TRUE |
| ECBASSETS.by.EUNNGDP_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP | /period | -1.00 | 1995-01-01 | 2019-10-01 | FALSE | FALSE |
| ECBASSETS.by.EUNNGDP_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP | /period | -1.00 | 1995-01-01 | 2019-10-01 | FALSE | FALSE |
| ECBASSETS.by.EUNNGDP_SmoothDer | Calc | Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP | /period | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | TRUE |
| ECBASSETS.by.EUNNGDP_Log | Calc | Log of Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP | log() | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | FALSE |
| ECBASSETS.by.EUNNGDP_mva200 | Calc | Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 200 Day MA | 200 Day MA | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | FALSE |
| ECBASSETS.by.EUNNGDP_mva050 | Calc | Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 50 Day MA | 50 Day MA | -1.00 | 1995-01-01 | 2019-10-01 | TRUE | FALSE |
| DGS30TO10_YoY | Calc | Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) Year over Year | Percent | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS30TO10_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) | /period | -1.00 | 1977-02-15 | 2020-04-07 | TRUE | TRUE |
| DGS30TO10_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) | /period | -1.00 | 1977-02-15 | 2020-04-07 | FALSE | FALSE |
| DGS30TO10_SmoothDer | Calc | Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) | /period | -1.00 | 1977-02-15 | 2020-04-07 | TRUE | TRUE |
| DGS30TO10_Log | Calc | Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) | log() | -1.00 | 1977-02-15 | 2020-04-07 | TRUE | TRUE |
| DGS30TO10_mva200 | Calc | Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 200 Day MA | 200 Day MA | -1.00 | 1977-02-15 | 2020-04-07 | TRUE | TRUE |
| DGS30TO10_mva050 | Calc | Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 50 Day MA | 50 Day MA | -1.00 | 1977-02-15 | 2020-04-07 | TRUE | TRUE |
| DGS10TO1_YoY | Calc | Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10TO1_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) | /period | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10TO1_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10TO1_SmoothDer | Calc | Derivative of Smoothed Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) | /period | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10TO1_Log | Calc | Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) | log() | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10TO1_mva200 | Calc | Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10TO1_mva050 | Calc | Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10TO2_YoY | Calc | Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) Year over Year | Percent | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| DGS10TO2_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) | /period | -1.00 | 1976-06-01 | 2020-04-07 | TRUE | TRUE |
| DGS10TO2_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) | /period | -1.00 | 1976-06-01 | 2020-04-07 | FALSE | FALSE |
| DGS10TO2_SmoothDer | Calc | Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) | /period | -1.00 | 1976-06-01 | 2020-04-07 | TRUE | TRUE |
| DGS10TO2_Log | Calc | Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) | log() | -1.00 | 1976-06-01 | 2020-04-07 | TRUE | TRUE |
| DGS10TO2_mva200 | Calc | Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 200 Day MA | 200 Day MA | -1.00 | 1976-06-01 | 2020-04-07 | TRUE | TRUE |
| DGS10TO2_mva050 | Calc | Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 50 Day MA | 50 Day MA | -1.00 | 1976-06-01 | 2020-04-07 | TRUE | TRUE |
| DGS10TOTB3MS_YoY | Calc | Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) Year over Year | Percent | -1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| DGS10TOTB3MS_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) | /period | -1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| DGS10TOTB3MS_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) | /period | -1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| DGS10TOTB3MS_SmoothDer | Calc | Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) | /period | -1.00 | 1962-01-02 | 2020-03-01 | TRUE | TRUE |
| DGS10TOTB3MS_Log | Calc | Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) | log() | -1.00 | 1962-01-02 | 2020-03-01 | TRUE | TRUE |
| DGS10TOTB3MS_mva200 | Calc | Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-03-01 | TRUE | TRUE |
| DGS10TOTB3MS_mva050 | Calc | Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| DGS10TODTB3_YoY | Calc | Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) Year over Year | Percent | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10TODTB3_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) | /period | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10TODTB3_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) | /period | -1.00 | 1962-01-02 | 2020-04-07 | FALSE | FALSE |
| DGS10TODTB3_SmoothDer | Calc | Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) | /period | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10TODTB3_Log | Calc | Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) | log() | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10TODTB3_mva200 | Calc | Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10TODTB3_mva050 | Calc | Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-04-07 | TRUE | TRUE |
| DGS10ByAAA_YoY | Calc | AAA ratio to 10 year treasury (AAA/DGS10) Year over Year | Percent | -1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| DGS10ByAAA_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) AAA ratio to 10 year treasury (AAA/DGS10) | /period | -1.00 | 1962-01-02 | 2020-03-01 | TRUE | TRUE |
| DGS10ByAAA_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) AAA ratio to 10 year treasury (AAA/DGS10) | /period | -1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| DGS10ByAAA_SmoothDer | Calc | Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10) | /period | -1.00 | 1962-01-02 | 2020-03-01 | TRUE | TRUE |
| DGS10ByAAA_Log | Calc | Log of AAA ratio to 10 year treasury (AAA/DGS10) | log() | -1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| DGS10ByAAA_mva200 | Calc | AAA ratio to 10 year treasury (AAA/DGS10) 200 Day MA | 200 Day MA | -1.00 | 1962-01-02 | 2020-03-01 | TRUE | TRUE |
| DGS10ByAAA_mva050 | Calc | AAA ratio to 10 year treasury (AAA/DGS10) 50 Day MA | 50 Day MA | -1.00 | 1962-01-02 | 2020-03-01 | TRUE | TRUE |
| LNU03000000BYPOPTHM_YoY | Calc | Unemployment level (NSA) / Population Year over Year | Percent | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| LNU03000000BYPOPTHM_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Unemployment level (NSA) / Population | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| LNU03000000BYPOPTHM_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Unemployment level (NSA) / Population | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| LNU03000000BYPOPTHM_SmoothDer | Calc | Derivative of Smoothed Unemployment level (NSA) / Population | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| LNU03000000BYPOPTHM_Log | Calc | Log of Unemployment level (NSA) / Population | log() | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| LNU03000000BYPOPTHM_mva200 | Calc | Unemployment level (NSA) / Population 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| LNU03000000BYPOPTHM_mva050 | Calc | Unemployment level (NSA) / Population 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| UNEMPLOYBYPOPTHM_YoY | Calc | Unemployment level, seasonally adjusted / Population Year over Year | Percent | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| UNEMPLOYBYPOPTHM_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Unemployment level, seasonally adjusted / Population | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| UNEMPLOYBYPOPTHM_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Unemployment level, seasonally adjusted / Population | /period | -1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| UNEMPLOYBYPOPTHM_SmoothDer | Calc | Derivative of Smoothed Unemployment level, seasonally adjusted / Population | /period | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| UNEMPLOYBYPOPTHM_Log | Calc | Log of Unemployment level, seasonally adjusted / Population | log() | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| UNEMPLOYBYPOPTHM_mva200 | Calc | Unemployment level, seasonally adjusted / Population 200 Day MA | 200 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| UNEMPLOYBYPOPTHM_mva050 | Calc | Unemployment level, seasonally adjusted / Population 50 Day MA | 50 Day MA | -1.00 | 1959-01-01 | 2020-02-01 | TRUE | TRUE |
| U6toU3_YoY | Calc | U6RATE minums UNRATE Year over Year | Percent | -1.00 | 1994-01-01 | 2020-03-01 | FALSE | FALSE |
| U6toU3_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) U6RATE minums UNRATE | /period | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| U6toU3_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) U6RATE minums UNRATE | /period | -1.00 | 1994-01-01 | 2020-03-01 | FALSE | FALSE |
| U6toU3_SmoothDer | Calc | Derivative of Smoothed U6RATE minums UNRATE | /period | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| U6toU3_Log | Calc | Log of U6RATE minums UNRATE | log() | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| U6toU3_mva200 | Calc | U6RATE minums UNRATE 200 Day MA | 200 Day MA | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| U6toU3_mva050 | Calc | U6RATE minums UNRATE 50 Day MA | 50 Day MA | -1.00 | 1994-01-01 | 2020-03-01 | TRUE | TRUE |
| CHRISCMEHG1.by.PPIACO_YoY | Calc | Copper, $/lb, Normalized by commodities producer price index Year over Year | Percent | -1.00 | 1959-07-01 | 2020-03-01 | FALSE | FALSE |
| CHRISCMEHG1.by.PPIACO_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Copper, $/lb, Normalized by commodities producer price index | /period | -1.00 | 1959-07-01 | 2020-03-01 | FALSE | FALSE |
| CHRISCMEHG1.by.PPIACO_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Copper, $/lb, Normalized by commodities producer price index | /period | -1.00 | 1959-07-01 | 2020-03-01 | FALSE | FALSE |
| CHRISCMEHG1.by.PPIACO_SmoothDer | Calc | Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index | /period | -1.00 | 1959-07-01 | 2020-03-01 | FALSE | FALSE |
| CHRISCMEHG1.by.PPIACO_Log | Calc | Log of Copper, $/lb, Normalized by commodities producer price index | log() | -1.00 | 1959-07-01 | 2020-03-01 | FALSE | FALSE |
| CHRISCMEHG1.by.PPIACO_mva200 | Calc | Copper, $/lb, Normalized by commodities producer price index 200 Day MA | 200 Day MA | -1.00 | 1959-07-01 | 2020-03-01 | FALSE | FALSE |
| CHRISCMEHG1.by.PPIACO_mva050 | Calc | Copper, $/lb, Normalized by commodities producer price index 50 Day MA | 50 Day MA | -1.00 | 1959-07-01 | 2020-03-01 | FALSE | FALSE |
| CHRISCMEHG1.by.CPIAUCSL_YoY | Calc | Copper, $/lb, Normalized by consumer price index Year over Year | Percent | -1.00 | 1959-07-01 | 2020-02-01 | FALSE | FALSE |
| CHRISCMEHG1.by.CPIAUCSL_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Copper, $/lb, Normalized by consumer price index | /period | -1.00 | 1959-07-01 | 2020-02-01 | FALSE | FALSE |
| CHRISCMEHG1.by.CPIAUCSL_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Copper, $/lb, Normalized by consumer price index | /period | -1.00 | 1959-07-01 | 2020-02-01 | FALSE | FALSE |
| CHRISCMEHG1.by.CPIAUCSL_SmoothDer | Calc | Derivative of Smoothed Copper, $/lb, Normalized by consumer price index | /period | -1.00 | 1959-07-01 | 2020-02-01 | FALSE | FALSE |
| CHRISCMEHG1.by.CPIAUCSL_Log | Calc | Log of Copper, $/lb, Normalized by consumer price index | log() | -1.00 | 1959-07-01 | 2020-02-01 | FALSE | FALSE |
| CHRISCMEHG1.by.CPIAUCSL_mva200 | Calc | Copper, $/lb, Normalized by consumer price index 200 Day MA | 200 Day MA | -1.00 | 1959-07-01 | 2020-02-01 | FALSE | FALSE |
| CHRISCMEHG1.by.CPIAUCSL_mva050 | Calc | Copper, $/lb, Normalized by consumer price index 50 Day MA | 50 Day MA | -1.00 | 1959-07-01 | 2020-02-01 | FALSE | FALSE |
| DCOILBRENTEU.by.PPIACO_YoY | Calc | Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. Year over Year | Percent | -1.00 | 1987-05-20 | 2020-03-01 | FALSE | FALSE |
| DCOILBRENTEU.by.PPIACO_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. | /period | -1.00 | 1987-05-20 | 2020-03-01 | FALSE | FALSE |
| DCOILBRENTEU.by.PPIACO_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. | /period | -1.00 | 1987-05-20 | 2020-03-01 | FALSE | FALSE |
| DCOILBRENTEU.by.PPIACO_SmoothDer | Calc | Derivative of Smoothed Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. | /period | -1.00 | 1987-05-20 | 2020-03-01 | FALSE | FALSE |
| DCOILBRENTEU.by.PPIACO_Log | Calc | Log of Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. | log() | -1.00 | 1987-05-20 | 2020-03-01 | FALSE | FALSE |
| DCOILBRENTEU.by.PPIACO_mva200 | Calc | Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. 200 Day MA | 200 Day MA | -1.00 | 1987-05-20 | 2020-03-01 | FALSE | FALSE |
| DCOILBRENTEU.by.PPIACO_mva050 | Calc | Crude Oil - Brent, $/bbl, Normalized by producer price index c.o. 50 Day MA | 50 Day MA | -1.00 | 1987-05-20 | 2020-03-01 | FALSE | FALSE |
| DCOILWTICO.by.PPIACO_YoY | Calc | Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. Year over Year | Percent | -1.00 | 1986-01-02 | 2020-03-01 | FALSE | FALSE |
| DCOILWTICO.by.PPIACO_Smooth | Calc | Savitsky-Golay Smoothed (p=3, n=365) Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. | /period | -1.00 | 1986-01-02 | 2020-03-01 | FALSE | FALSE |
| DCOILWTICO.by.PPIACO_Smooth.short | Calc | Savitsky-Golay Smoothed (p=3, n=15) Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. | /period | -1.00 | 1986-01-02 | 2020-03-01 | FALSE | FALSE |
| DCOILWTICO.by.PPIACO_SmoothDer | Calc | Derivative of Smoothed Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. | /period | -1.00 | 1986-01-02 | 2020-03-01 | FALSE | FALSE |
| DCOILWTICO.by.PPIACO_Log | Calc | Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o. | log() | -1.00 | 1986-01-02 | 2020-03-01 | FALSE | FALSE |
| DCOILWTICO.by.PPIACO_mva200 | Calc | Crude Oil - WTI, \(/bbl, Normalized by producer price index c.o. 200 Day MA </td> <td style="text-align:left;"> 200 Day MA </td> <td style="text-align:right;"> -1.00 </td> <td style="text-align:left;"> 1986-01-02 </td> <td style="text-align:left;"> 2020-03-01 </td> <td style="text-align:left;"> FALSE </td> <td style="text-align:left;"> FALSE </td> </tr> <tr> <td style="text-align:left;width: 1.5in; display: inline-block;; "> DCOILWTICO.by.PPIACO_mva050 </td> <td style="text-align:left;width: 10em; "> Calc </td> <td style="text-align:left;"> Crude Oil - WTI, latexea521e8d34d2a918bb342741f027e632/\)) | -1.00 | 1947-01-01 | 2019-10-01 | FALSE | FALSE | |
| nyfed.recession | Calc | Probability of US Recession Predicted by Treasury Spread (12 month) |
|
-1.00 | 1962-01-02 | 2020-03-01 | FALSE | FALSE |
| RecInitMod | Calc | 1 for Recession Initiation Period, 0 For All Else (Modified) | (-) | -1.00 | 1854-12-01 | 2020-04-09 | FALSE | FALSE |
| RecInitPred | Calc | Prediction. 1 for Recession Initiation Period 0 For All Else | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| RecInitPred | Calc | Prediction 1 for Recession Initiation Period, 0 For All Else | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.avg | Predict | Prediction of Recession within 12 Months. All Models Averaged | Probability | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn1 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn1 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm1 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn2 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn2 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm2 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn3 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn3 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm3 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn4 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn4 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm4 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn5 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+GDPBYCPIAUCSLBYPOPTHM_SmoothDer | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn5 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+GDPBYCPIAUCSLBYPOPTHM_SmoothDer | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm5 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+GDPBYCPIAUCSLBYPOPTHM_SmoothDer | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn6 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+HSN1FNSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn6 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+HSN1FNSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm6 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+HSN1FNSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn7 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn7 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm7 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn8 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn8 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm8 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn9 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn9 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm9 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn10 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY GDPBYCPIAUCSLBYPOPTHM_SmoothDer | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn10 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm10 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn11 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn11 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm11 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn12 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY ICSA_YoY+HSN1FNSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn12 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+HSN1FNSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm12 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+HSN1FNSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn13 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TODTB3+UNRATE+W875RX1_YoY ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn13 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TODTB3+UNRATE+W875RX1_YoY+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm13 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TODTB3+UNRATE+W875RX1_YoY+ICSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn14 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn14 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm14 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.knn15 | Predict | Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer+HSN1FNSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.nn15 | Predict | Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer+HSN1FNSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| recession.initiation.smooth.lm15 | Predict | Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer+HSN1FNSA_YoY | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| RecInitPredSmooth | Calc | Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| RecInitPredRd | Calc | Rounded Prediction 1 for Recession Initiation Period, 0 For All Else | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| RecInitTrade | Calc | Recession Initiation Trade Rule | (-) | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| retBase | Calc | S&P 500 Rate of Change | Percent | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| retBaseShort_TB3MS | Calc | retBaseShort_TB3MS Rate of Change | Percent | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| eqBase | Calc | Equity Return, 100% long | $1 Invested | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| eqBaseShort_TB3MS | Calc | 3-Month t-Bill Return, 100% long | $1 Invested | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| retRec | Calc | Rate of Change, Recession Initiation Rule | Percent | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| eqRec | Calc | Equity Return, Recession Initiation Rule | $1 Invested | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| ret050MAMinus200MA | Calc | Rate of Change, 50 DMA - 200 DMA Rule | Percent | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| ret050MAMinus200MARet | Calc | Equity Return, 50 DMA - 200 DMA Rule | $1 Invested | -1.00 | 1962-02-01 | 2020-04-09 | FALSE | FALSE |
| RLG.Open_CORR_GSPC.Open | calc | Rolling Correlation 30 Day Window |
|
-1.00 | NA | NA | FALSE | FALSE |
| RLG.Open_CORR_MDY.Open | calc | Rolling Correlation 30 Day Window |
|
-1.00 | NA | NA | FALSE | FALSE |
| VIXCLS_CORR_GSPC.Open | calc | Rolling Correlation 30 Day Window |
|
-1.00 | 1990-01-02 | 2020-04-08 | FALSE | FALSE |
| INDPRO_YoY_CORR_GSPC.Close_YoY | calc | Rolling Correlation 360 Day Window |
|
-1.00 | 1927-12-30 | 2020-02-01 | FALSE | FALSE |
| RSALESAGG_YoY_CORR_UNEMPLOY_YoY | calc | Rolling Correlation 180 Day Window |
|
-1.00 | 1948-01-01 | 2020-02-01 | FALSE | FALSE |
| INDPRO_CORR_RSALESAGG | calc | Rolling Correlation 30 Day Window |
|
-1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| INDPRO_YoY_CORR_RSALESAGG_YoY | calc | Rolling Correlation 30 Day Window |
|
-1.00 | 1947-01-01 | 2020-02-01 | FALSE | FALSE |
| INDPRO_YoY_CORR_CHRISCMEHG1_YoY | calc | Rolling Correlation 360 Day Window |
|
-1.00 | 1919-01-01 | 1900-01-01 | FALSE | FALSE |
| DGS10TO1_Smooth.short_CORR_TOTLNNSA_YoY | calc | Rolling Correlation 60 Day Window |
|
-1.00 | 1962-01-02 | 2020-02-01 | FALSE | FALSE |
| DGS10_CORR_TOTLNNSA_YoY | calc | Rolling Correlation 30 Day Window |
|
-1.00 | 1962-01-02 | 2020-02-01 | FALSE | FALSE |
| TOTLNNSA_YoY_CORR_DGS10TO1 | calc | Rolling Correlation 720 Day Window |
|
-1.00 | 1962-01-02 | 2020-02-01 | FALSE | FALSE |
| UNRATE_CORR_PSAVERT | calc | Rolling Correlation 360 Day Window |
|
-1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |
| GDPBYCPIAUCSLBYPOPTHM_SmoothDer_CORR_RecInit_Smooth | calc | Rolling Correlation 30 Day Window |
|
-1.00 | 1959-01-01 | 2020-02-01 | FALSE | FALSE |